Pick a region that interests you and stick to it. If you choose Northeastern, Northwestern or Rocky Mountain railroads, snow equipment is essential. Vista dome cars only go with Western roads. In other words, choose equipment that fits the region you are modeling. Each railroad has its own region in which it operates.
Some roads share a region or junction, and some never come in contact with each other.
For realistic operation, select those which fit your railroad and which run in the same area. Steam was king prior to 1945. Afterward, diesel took the reigns. The only time both shared the rails in abundance was the period 1940 - 1955. After that, steam was rare.