Has to be Gods Wonderfull Railway. Got a soft spot for the 14XX class (Titfield Thunderbolt film for those who dont recognise the class), the Prairie's and of course the Castle / King class. Oh, and great scenery to travel through as well.
Having said that tho', I do like the Gresley Pacifics, and the LMS compounds. Heck, they're steam...enough said !!!.