My PCM Big Boy is a beast. It can oull anything. The PCM Y6B is also a fair loco as far as pulling power goes. But my strongest loco is a Swedish IORE. But that is probably not what you are looking for!
Lillen
Gauge makes a huge difference. Diesel or steam makes a big difference. Geared pull better than rod engines on the prototype, not always in HO. My BLI 2-8-2 with traction tire is my best puller but does not get on my logging spur. My P2K 2-8-8-2 with traction tire is fair. My 2 brass 2-6-6-2s are fair.
To pull my 26 car coal train up my long 3% grade I need two engines. I can get the train up my 2% with the 2-8-8-2.
I don't want to sound difficult, but you probably want to choose scale for some other reason than pulling power, and you want to choose era on what you like and want to do. After you get era, scale, setting and track plan, then you can choose between engines that you like and that work.
Two things about HO steam:
Wieght make a huge difference, heavy is good and some of us like traction tires.
Lets keep talking as you progress. There will be others with better advice.
Just wondering which guage is better for pulling grades, HO or N? Right now I have a snap together N setup, no scenery. But I am designing a 10 x 21 (room size) permanent layout. I understand the wiring and constructed a small scenery kit. I liked doing the scenery.
The plusses I see for N guage
1. I can do more in smaller space
2. To some extent the smaller scales look more realistic. A mile in N guage is 30', in HO it's 60'. That helps make your layout seem more real.
3. I own some N guage rolling stock and engines (no big deal really).
The adavantages I see in HO:
1. If it exists, it is made of HO. LOTS more selection of EVERYTHING!
2. More detail in scenery and in trains.
How about derailing issues, pulling issues, track integrety etc