These photos show the relative sizes of locomotives in the most popular modeling scales.  From left to right, the scales are: G, O, HO, and N.
 
 
 

G Scale

G Scale ("Garden" scale) is loosely defined as about 1:24.  The track gauge is about 2 inches.  Items in this scale are available from Art Knapp in the Lower Mainland.  We have a few LGB train sets and some figure packs in this scale.

O Scale

O scale is 1:48 (about half as large as G scale).  We have a few Atlas and Lionel train sets in this scale.  Some O manufacturers produce track with three rails instead of two (having a third rail eliminates the electrical complexity of reversing loops and wyes).

HO Scale

HO Scale is 1:87 (about half as large as O scale; in fact, 'HO' stands for 'Half of O').  This is by far the most popular scale, as it is large enough for those with poor eyesight to work with, but also small enough that an interesting layout can be created in a modest space.

N Scale

N Scale is 1:160 (about half as large as HO scale).  The name comes from the fact that the standard gauge is nine millimeters, and nine begins with the letter N in many languages.  This scale is popular for modelers who don't have much space for a layout, and also for those who simply wish to operate longer trains than is possible with HO scale.
For more information on the various scales, refer to the article at wikipedia.