The brass connie gear on axle from Bachmann is the way to go. They used to be US$10. I'm not sure if they still have them or what price they are now.
I bought 2 replacement plastic gears on axle from Bachmann spare parts for the 4-4-0 and 2-6-0. One already had it's gear cracked when I received it. They are rubbish.
I now have a good supply of delrin gears which I bought from NWSL (North West Short Line) before they closed business.
Apparently NWSL will start operations again. The business being bought by one of it's workers (new website still not active).
Careful with the tooth count with the 2-6-0 and 4-4-0 gears. All documentation and how to do it threads state so many teeth but their very own images have a different count. Count your gear teeth and order that specifically.
Even NWSL part description seems incorrect and/or ambiguous, or perhaps it is another Mandela Effect of an alternative reality...