With a harness you'll get the front and rear light directly to the factory lighting board. Any extra lights you'll need to wire up yourself using the extra wires on the 9 pin harness (see next paragraph) and also the 6 pin harness for the LM (included with sound LM's).
I choose the harness option...
You'd need a 9 pin to 8 pin harness. Plenty of those on the market and a quick search of websites from TCS, Digitrax, NCE, Soundtraxx etc should give a lot of different harness length options.
Picked up one from Yankee Dabbler today. I plugged it in and it going the LM3s, however, it failed on the load test. I could not get it to move at all.
With a hardwire install, you'll need to discard the factory lighting board and wire up everything yourself, but you will give yourself some extra room by doing so; though it appears that there might be ample room for a harness install anyway.
I thought that I would just use the front and rear directional lighting until I setup the loco, then hard wire anything else I need.
I see a couple of RF chokes on the factory lighting board. If you do a harness install keeping the factory lighting board those chokes will likely have to be removed. here may be a capacitor wired across the motor too that will also likely need to be removed.
Could this be affecting the speed control?