If I may suggest it, I doubt that gauge or size has much effect on machining – in principle at least, though some particular models can have features which make parts awkward to hold.
Very often bigger is easier, simply because (so long as your equipment is of a size) everything is easier to hold, less likely to flex, holes are bigger, you can see what you are doing better, you are less likely to break taps etc.
Next point is that its not usually the machining that’s difficult, its the bending, rolling, putting in joggles and the like that are more awkward in the larger sizes.
So it might be wiser, if you have no machining experience, and may not be familiar with drawings etc, to kick of with something which makes for a shorter and less broad in scope project. Not much fun, if through inexperience, you buy expensive castings and find you have machined them exquisitely – but wrong. A loco is quite an extensive project, and if its going to involve 100% OTJ training as well, it will be a while before things start to fit together, never mind coming close to completion in operating form.
Unless of course there is a club locally, or you have somone to ask for advice.
If on the other hand you are talking of buying a ready machined kit which is basically a spanner job to assemble, then I think Polly models do them and quite possibly some others. (Maxitrack?) Castings you can buy in stages, but whether these loco kits come in sections I don’t know.