I'm not certain what bulbs are used in locos these days. 1N4001 will happily handle up to an amp or so. If the bulbs are 'Grain of Wheat' with a consumption of around a few 10s of milliamps a small signal diode such as a 1N4184 will probably suffice. If they are LEDs then they are diodes in themselves and should need nothing extra. Best bet is to consult a catalogue or website for Maplins, All Components or the like for the full details of suitable diodes.
With DCC, although I've never used it myself, I thought you could use function outputs to switch lights appropriately and thus eliminate the need to use diodes?
Hope the above is of help.
Regards,
John Webb