USAT doesn’t make any narrow gauge western style locomotives. For them you want to look at their American series cars and wood side caboose. In 1:22 scale stick mostly to LGB for locomotives. But don’t pass over the Bachmann Annie (4-6-0) as you can get those for $125.00 and well worth the money. LGB’s Forney would be a great starting place. There are several varieties available currently: Wild West, as you mentioned, CS and D&RGW. Each is outfitted a little different. You should be able to get any one of the 3 versions for under $300. As Terry stated, the Mogul is a good choice for a locomotive too. There are about as many versions available as the mind can think up. It’s a workhorse and a very nice locomotive to look at…and just begs to be customized to meet your wildest dreams.
One thing to note about LGB…the prices of different versions of the same locomotive can be hundreds of dollars different in price. As far as reliability they would all be equal. Where the differences show up is in sound, MTS (RC), and Road name. You can easily pay $200 extra for a paint job. Don’t pay the extra for having the MTS board unless you are planning to run your layout with their rather pricy system. There was a while that all their locomotives had the MTS board installed. But they have finally realized that US customers want a basic locomotive that they can customize their own way. So now most come with no MTS or sound. These locomotives run in the $300-600 bracket. With all the bells and whistles they jump to over $1000.
Have fun! That’s the key…