Since my current interest is N scale traction, a microniche within a niche, I can't expect much from the mass market. Where's that Brooklyn open car with sound, DCC and working trolley poles, at a reasonable price? Not happening.
So where do I start? There's the cheap Bachmann PCC and Brill cars and their awesome new Peter Witt. The Peter Witt comes in a Brooklyn scheme but the car isn't correct. So I can whine, live with it being close enough, or start working on a kitbash. The PCC and Brill cars are inexpensive and you can do a lot with the shells. So far I've Brooklynized a Brill and turned another into a pole-less Third Avenue Railway car. Wrong number of windows, details a little off, but good enough for me.
My point, which other above posters have made, is to not wait around for your dream model, especially if you're modeling anything out of the mainstream. Kitbash, customize, compromise or shell out some $ to a custom builder or painter. It all depends on how accurate you want to be and what you can afford.
Think of our forefathers hacking and filing away with white metal and brass, hand lettering models...then look at how good we have it now, with great RTR stuff, small basement specialty manufacturers, ebay, computer graphics for custom decals, worlds of research data out there on the internet...There's no excuse not to have a model you want.
Like that CNJ terminal, which I see across the Hudson every day at work. A daunting project, and no one's going to be making it anytime soon, so what to do? There's a recent RMC article where someone did the Lackawanna Hoboken terminal, a good place for inspiration. Maybe there's a European station structure that would do for a close-enough kitbash. The real thing is still standing, or part of it, so you can do some research if there's no plans out there. To me at least, this stuff is fun, the research, the imagineering, the scrounging, the frustration of compromise and the eureka moments when ideas and materials come together. So much more rewarding that just clicking a button online...
A few years ago I spent a lot of time turning a cheapo Bachmann N scale PCC shell into a prewar Brooklyn car. The wheels are still too big, you can barely see where I spliced the body, and I laid the paint on a little too thick, but when someone at the train show hollered over to the noted Brooklyn trolley historian and said "hey, look at this!"...priceless.
So yes, push the big manufacturers for mass market models that they can actually make a buck on, work with the small time guys by doing some research or paying up front for some castings, and don't be afraid to pick up that Xacto knife or airbrush.