We live in the "boonies" so have no train shop nearby. All of our track, engines and rolling stock have been purchased online. Mostly on ebay. We've never had a bum item, but then we check the seller's feedback completely before we bid on anything. If there is anything suspect (comments about items not being as described, broken in shipping, excessive shipping, or not responding to emails) we pass, even if it is an item we'd really like to have. There's usually another just like it listed. Sometimes, paying a bit more is worth it to get an item you won't have problems with or have to return.
We bring our locomotives in after we're done running them. Wisconsin's weather runs the gamut from hot and dry to humid with rain to below zero temps and snow. Locomotives are a HUGE investment and we don't want to take any chances on weather related issues causing them to stop running.
Our rolling stock is kept in locked, made for the outdoors cabinets (Rubbermaid), right by our garden railroad, to which we added shelves. The only time we bring any of the cars up to the house is if there is some issue such as squeaky wheels or lights not working that we need to fix. They are protected from rain and snow, and from the sun causing fading, but the cabinets are not air tight. All our rolling stock has been outside for at least 5 years now and we haven't had one problem with breakage, parts falling off, etc.
As for the "best" brand to buy, it all depends on what you want to run. We have Aristo-Craft and USA Trains locomotives. They have been dependable and look great, plus they are based on US prototypes, which we like. LGB locomotives and rolling stock are patterned after British/European railroads, which look much different than US railroads.
So, choose a style you like and check ebay to see what is out there. Even if you choose to go to a local train shop, or to a train show, to purchase your items, you'll have an idea of what is available and can make a better decision on what you'd like to buy instead of just getting the first G Scale set that you see.
Another thing to consider, when buying a set, is the type of track that is included with it, and the size of the loop that you'll be able to put together once you've got everything out of the box. Bachmann sets all come with inexpensive track that should only be used indoors. Or, if you do set it up outside, you'll have to take it inside once you're done. This is fine if you're only planning to run your train around the Christmas tree or in the basement.
However, there is nothing wrong with buying all of your items separately and mixing and matching them to get the consist that you want. If you look at a real train, you'll see cars of all shapes and sizes. Some taller than others, some shorter than others. Look closely and you'll find the same type of car (box car, tank car, flat car, covered hopper, etc.) in several sizes. There's no reason that you can't have the same combinations on your own railroad.
All of the track that we use is brass. We have a combination of USA Trains and Aristo-Craft track. They work just fine together. Ours is permanently outside and we've never had a problem with it. In fact, we don't even worry about cleaning it the first time we run after the snow has melted. We simply put one of our larger locomotives on the track and attach our cleaning car which is a USA Trains flat car with a wood load to which we've attached a cleaning pad on the underside, and let them go around the track 3 or 4 times. We've never had to clean our track manually before running first thing after winter.
So, look at what is available. Go to a train shop or to a show and check out the various brands and see what catches your eye. Look on ebay and spend some time looking at "G Scale Locomotives" or "G Scale Engines" and find something you like. That will give you a starting point.
You'll probably want to add to your first consist anyway, once you get started. Have fun! That's what this hobby is all about!