Well, if you want cheap sound, as it's already been stated, there aren't many options.
Personally, I received a Bachmann 2-8-0 as a gift, and then purchased the Soundtraxx Decoder/Sound System (all-in-one) and placed it in the tender with little modification. The engine works great, and the sound is definately a neat effect. The advantage is that the decoder/sound is plug and play, making it all the more convienient.
I dunno, though, if Soundtraxx will work on DC. I have not tried it. I would automatically assue you couldn't utilize the whistle or bell, because those require function buttons found on DCC systems.
If you're interested, the Soundtraxx decoder for the 2-8-0 cost about $100, and the 2-8-0 will run you about $100-150, depending on where you find it.
Ebay is okay, I've gotten a lot of good deals on there. (That's where 3/4 of my locos and rolling stock has come from...) Just make sure you know what you're looking for and what you're bidding on, and you'll be fine.
Good luck. You'll love the sound once you get it, I'm sure of it! :thumb: