I think that a proximity sensor would probably be the easiest. The magnetic proximity sensor mounted so as to detect the presence or absence of wheels on rail would work nicely. These come with like 12 volt open collector outputs so a simple 3 wire cable is all it takes to hook them up (i.e. +12V, GND, and SIG).

Also a laser beam from a low cost laser diode pointer may be a nice choice in that it could be mounted well away from the track (even in/on a building). An IR beam would work too but the range would be more limited.

When using a beam type mechanism it might be advisable to use two beams that are separated by a distance of say 30% the length of a train car. Then you would not get triggers as people walked by but would get the train detect when both beams were broken.

If you have an particularly uncontrolled environment you may consider using the beam approach in a reflective manner. You would project the beam from one side across the train path to a reflective device. The beam could then be directed back toward the side where the detector would be located. This permits all the electronics to be on one side.

Hope this helps
Michael Karas