The late Graham Varley put a smoke unit into a kit built B1 we ran on Thurston. He took it out after 3 shows. The volume of smoke was never really convincing, the smell was awful and some of the boiling oil spat out of the chimney and stripped the paint off the boiler.
I'm not sure whether sound can be a spectacle, but the most effective I've ever seen at a show was Mostyn, years ago before loco speakers were common. I think it was a Class 40 but they had what must have been a huge speaker under the baseboard. You could feel it through your feet as the loco approached and the volume was turned up. That was just like the real thing.