I'm interested in picking up either Pampas Railroads or Wabash Cannonball, thanks mostly to clearclaw's promotional efforts. I've played Age of Steam and 1870 but I don't have experience with rail games otherwise. I know a lot of people will recommend buying both but I'd prefer to start with just one before diving too deeply into Winsome's offerings. I've read a few reviews of both but I'm interested in hearing which game people would recommend as their pick for an "introductory" Winsome game. Right now I'm leaning towards Wabash just because it seems more streamlined and has a shorter playing time.

Also, how do these titles compare to 18XX and Age of Steam?

Pick up whichever one you can actually get your hands on.

I can't give you a direct comparison between the two, because Pampas is still en route to me. I can tell you that Wabash is fantastic though. There's not much overlap with 18xx or Age of Steam either, so you won't feel like you just bought the same game.

There's a good description of Pampas in this list:
http://boardgamegeek.com/geeklist/6128

Despite the fact that I am running a P100 for Pampas Railroads, I'd recommend Wabash Cannonball. It is an excellent, even brilliant game (for me the clear best game of last year) and has the overwhelming advantage of being available right now. Just send Winsome games a $40 money order and you'll have a copy on your doorstep in a few days.

Neither game compares well to the 18XX or Age of Steam (both of which I've played often). Wabash Cannonball and Pampas Railroads both focus on temporary self-interested emergent alliances by way of share auctions. The 18XX are either portfolio management games (1825 branch) or stock market manipulation games (1830 branch). Age of Steam conversely concentrates on deficit spending.

Update: John has requested that all USA orders go directly through him.

Simple:

Do you want a short, 30-45 minute game that offers tense decisions or do you want a longer, 2.5 hour game with long term decisions?

To me, the game system is largely similar, as the action selection process and the things that you are doing are closely related, but the things that differentiate the games most profoundly are the length, and the accompanying type of investments.

In Wabash, you often make investments based on hoping that the game goes X rounds. Having more stock in your company sold means you have a partner, but it also means your profits are going down. It's a fast game.

In Pampas, you know how many rounds are left, and you know how much the stock is currently paying. It has nowhere to go but up. The main question is how much are you going to be able to jack the price of that stock, and can you get anyone to help you. Pampas is significantly longer than Wabash, easily a 2.5 hour game.

For my tastes, Pampas is better, but I like long games. I think Wabash has a lot of interesting decisions, and for its length it is easily one of the best games going. I think the best choice depends on your preferences for long vs. short.