Well, from all accounts that I have read written by ex-GWR-railwaymen the most liked GWR loco was the Grange. It may not have been the fastest or most powerful but it performed its alloted tasks the best.
A 47xx would be nice as well.

I'm living in Lancashire now so an L&Y 4-4-2 would look nice, and for the freight side how about a large boiler L&Y 0-8-0.