I have Life-Like P2K steam, Bachmann standard steam, Bachman Spectrum steam, MDC steam, and just about any other manufacturer that you can think of (except Bowser...and my only PCM/BLI is a galloping goose).
For freight cars, I have accurail, athearn blue box, mdc roundhouse, life-like, bachmann, and a dozen others.
For simpler kits, Athearn & accurail are great. For really cool kits, especially for a pennsy fan, bowser's cars are awesome (a little more difficult...but certainly not advanced). MDC/Roundhouse are some of my favorites. The old kits required a little paint for the die cast parts (the name is Model Die Casting)...and some drilling on their old-time tank cars for the railings..
If I was you, I'd pick an era for the stuff (and I'd definitely go 1950's for Pennsy). For mainline stuff & RTR engines...I'd then get, probably, a spectrum K-4 (although not as good as the other spectrum engines...pennsy specific) or a BLI Pennsy J-1 (2-10-4). I'd then get a Pennsy caboose from Bowser...and several 40' boxcars from Accurail/MDC/athearn and several 34' hoppers from athearn/accurail/bowser...and a PRR X-31 boxcar from Bowser (available RTR). I'd also pick up a few PRR painted passenger cars (spectrum's heavyweights, Branchline or walthers). Eastern Car Works makes the classic PRR P-70 coaches...great, distinct PRR coaches.
If it doesn't have to be RTR, I'd nab a Bowser deluxe kit...for they are THE source for Pennsy power. I'd look into the A-5 or B-6 plus some boxcars (X-31s especially) if I was modeling the docks...the RTR engines are mainline engines...the K-4 specifically being a passenger engine that wouldn't set foot on the docks.
It's tough to really model the Pennsy without them:
Bowser - HO Steam Loco Kits
Bowser - HO Freight Cars
Bowser - HO Freight Cars