I assume that trains with power functions included in the box are better investments, but has anyone done a study or a blog about ones that retired in the past to prove this?  I need to know whether to pursue the Horizon Express.

I can tell you as a train guy and a lego fan this set was awesome.  I have since bought 5 more.  I think I will display them proudly in my train room.  The build was awesome and it looks so good.  You will need to have 2 sets though if really want to make it look real.  That I believe will be the winning part of set.  Once you have 1 you will want to for sure for ascetics.  I believe this will do as well as the maserk one after it retires.  It really is a beautiful  set and fun build.  

Definitely a nice set. I finally picked up 2 more trains (my last one was the Holiday train years ago), Cargo and Passenger. Next one will be Horizon Express. It`s a great looking design and I love the colour orange. Power functions are definitely a big plus from what I can tell, but not necessary, if the train looks great, it`ll likely do well regardless. From the Lego commandments list: "Thou shall invest in trains!" <--- That means virtually all of them. 

If it helps the conversation, look at 10020 Santa Fe Super Chief and 10133 BNSF trains. These train engines retailed at $40 and are currently valued at $250 and $300 NISB. These were both easily converted to electric, but neither were electric out if the box.