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Knowing what gauge is right for you, generally speaking smaller gauges are more beginner friendly in terms of price, that said you can still get into larger stuff relatively affordable if you buy used items.

With that said, what is the best way to start for a given gauge?

G Gauge: LGB Stainz are great runners, but the price on new ones can be high. Probably some of the most reliable locomotives you can buy. These are readily available in North America and Europe.
Gauge 1: Good luck, to be updated.
O gauge: For Americans and Canadians, Post-War Lionel is fairly cheap to come by and it is considered to be reliable. There is little choice for Europeans, though.
S Gauge: Shop around, but you are more or less stuck with American Flyer.
OO/HO: Research your options, but generally speaking the options are highly regional.

For Americans, Bachmann, AHM, Rivarossi, Tyco and Life-Like are readily available secondhand at prices that are often below $50. If you want to buy new, Bachmann or Walthers are good brands to start with, though the former is not associated with high quality.

For the British, Bachmann, Hornby, Lima, Dapol and Tri-Ang can be found for cheap secondhand. If you buy new, your options are Hornby, Dapol or Bachmann, but quality varies from model to model for all three of these brands.

For Germans, Marklin is good used, if you do not mind 3-rail, otherwise, Piko, Trix, Roco and Arnold go for cheap secondhand. Piko seems to be the most budget friendly for new items, but the quality is reflected.

I do not know much about other countries, but Bachmann seems to be a recurring name.

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