The Digitrax DH165LO is what I use in all my Proto Heritage steam.  It is made for the Proto locomotives so you don't have to change your light and you don't need any extra resistors.  It plugs into the DCC socket in the tender and you are ready to go.  As a bonus, you can add the Digitrax Soundbug decoder later on whenever you want by simply plugging it into your DH165LO.