I've etched my own (though for other purposes, not loco related) using the toner transfer method using a laser printer and cheap inkjet photo paper, and hydrochloric acid/hydrogen peroxide mix as an etchant. It leaves a really crisply defined edge with no undercutting. My main use for this was etching PCBs for audio development projects and prototyping, but it gives excellent results with sheet brass or copper.
There's a bit of a learning curve and maybe for a single model it would be more straightforward to buy from someone who's already set up. Diane's work looks excellent.