If you are sticking to Athearn, or mostly Athearn, mu'ing shouldn't be a problem, they run well together after being broken in. If you want to run a mix of manufacturer's units together, it can be done without too much trouble. It requires some effort, a few extra bucks and some basic skills, but the results are worth it.
With Athearn units you can vastly improve their running characteristics with a few improvements.
1.Replace the original wheels with nickel silver plated wheelsets from Northwest Shortline, which improves electrical pickup immensly.
2.Remove the bar that conducts power from the trucks to the motor and hard wire the power leads to the trucks.
3.Add thrust washers (available from NWSL) on the ends of the drive shafts at the gear tower ends to take up the slack.
4.Replace all older Athearn motors with the newer thin-frame motors with their better running characteristics.
5.On older units, do not use the coupler boxes molded as part ofthe frame with the clip on covers. File them down flat, drill and tap a 2/56 hole and mount Kadees in their boxes with nylon screws. This eliminates the shorting problem. On my Athearn loco's, I cut the frame mounted coupler boxes off and body mount the couplers. All you do is glue plastic strips inside the shell to form a pad even with the top of the opening in the pilot. Use a Kadee coupler box cover to mark the location, and again drill and tap a 2/56 hole. Just mount the couplers and you're done. If the couplers are too high, use either Kadee washers or plastic shims to lower them.
To equalize the running characteristics between Athearn and say, Atlas units is not that hard. The major problems stems from the much lower current draw of the Atlas, Stewart or othe expensive loco's motors. Set up a test track with a volt and ameter connected, using the same type of throttle you use on the layout. After giving each locomotive a thorough break-in period, with the shells on, measure the starting voltage. The Athearn's should all be pretty close. All you will need to do is add a resistor between the power leads of the Atlas (or whatever) unit and the motor that raises the starting voltage to that of the Athearn units. They don't need to be exact, but fairly close. Just take your measurements with you to the electronics store and a clerk can help you if, like most of us, electronics aren't your strong suit.
Tom