What are some rules of thumb for train lengths?

My rule of thumb for initial sizing of trains is that a train should carry between two and three months of cargo. The idea is that since the engine is the most expensive part of a train and doesn't generate any revenue itself, you want it pulling as much as possible. A two-to-three-month load time ensures you get at least two loads delivered a year, and (should) eliminate chance of the train having a negative profit for the year, which reduces your company performance rating. This sizing is subject to the following constraints:

• A train must never be longer than any of the stations it stops at. Loading or unloading an oversized train has a huge speed penalty.
• A fully-loaded train should get up to its maximum speed in a reasonable amount of time (typically, about 10%-20% of the way into its journey).
• A fully-loaded train should never drop below top speed for more than a brief period (though this usually follows from the previous point).

Note that I haven't given any actual numbers for length for particular engines. This is because it depends strongly on the situation: for example, if a train runs downhill from producing industry to consuming industry, I can get away with an "undersized" engine for the length of train, since it's got gravity assisting it.