Have a look on eBay for the usual Xmas plastic train sets. I was about to bid on one when I managed to land some O gauge western period coaches to add to my engine.
My own experience is that I'd avoid the O scale On30 scale unless you want to have a running engine. The plastic toys are much cheaper and a lot easier to find, especially at this time of year.
Dixon miniatures also have a train, although when I talked to them at Claymore earlier this year they said that their train and tracks were all custom built and so might not fit other companies stuff.
Finally I think colonel Bills Wargames Depot has a painted train for sale at the moment.
Hope that helps!