The projects I really love are the Kozo series, originally published in Live Steam magazine and now available on hardcover. I feel they are great due to his ability to really explain every part of the process (design, machining, and assembly) using highly detailed drawings and steps. Kozo produced a series on the Shay, Heisler, Climax and a simple 0-4-0 switcher. All live steam. The next choice would be the Tich 0-4-0 3.5" gauge or a larger Simplex 0-6-0 5" gauge locomotive both have well documented assemblies in Model Engineering magazine although a little more difficult to track down all the issues. The Kozo books are 3.5" gauge with the needed info to make the engines 4.75/5" and 7.25/7.5" gauges.
cheers Ferd