Jason, interchanges are great.
The only problem is that interchanges only occur where two or more railroads are in close proximity of each other. I'm not familiar with the entire railroading scene in the US & Canada. The U.S. is about 3000 miles wide East-West, adn probably 2000 miles North-South. Railroads originally developed in this country in specific regions. The U.P. is headquartered in Omaha, Neb. and runs roughly from the Mississippi River to the West Coast. Santa Fe ran from Southern California to Chicago and the Gulf Coast of Texas to Chicago. The Northern Pacific, Great Northern, Milwaukee Road, and the Chicago Burlington & Quincy (if I remember correctly) ran in the Northwest from Chicago to Seattle, Wa and Portland, Or. Other railroads ran in the Northeast to Chicago such as the New York Central and the Pennsy. The Southern, Norfolk & Western, C & O, B & O, etc ran from the Southeast to Chicago.
In addition there were a few regional carriers that didn't get all the way from where they were headquartered to Chicago or either coast. They would interchange with railroads in their area that did go to either Chicago or one of the coasts.
The point of all of this is that you can add a lot of operational interest with interchanges, but you can't realistically interchange with every railroad in the U.S.
We have not even begun to discuss the different climates and therefore different scenery in various parts of this country.
I would suggest that you pick out what part of the U.S. you would prefer to model, then put in interchanges between all of the railroads that are in that area. If I remember correctly from your opening post, you like the UP, SP, SF, and CSX. The Santa Fe ran through the Southwest, but the only places where they interchanged with the UP was near Barstow at Yermal where the UP had a prototype staging yard for trains to go on SF trackage to go down Cajon Pass, and in the Los Angeles area. The SF has trackage rights over Tehachapi, and runs a line part way up the Central Valley parrallel to the S.P. into Oakland. The San Francisco Chief used to terminate in Oakland with ferry service across the bay to San Francisco.
The SP ran up and down the Pacific Coast between California North to Portland, Or. I'm not sure if they ever crossed over the Columbia River into Washington. The SP's main route East was over Donner Pass to meet the UP in Ogden, Utah. The UP also bought the WP about 1972 which gave them the route through the Feather River Canyon into the San Francisco Bay area.
The UP also operated into the Pacific Northwest, but Like the SP, I don't know if they got into Washington or not. I think they did reach Oregon, and I know they went into the Idaho panhandle.
About the same time as the UP takeover of the WP, the Great Northern, NP, CB&Q, and Portland,Spokane & Seattle merged forming the Burlington Northern.
The piont of all of this is that you could realistically have interchanges between SF, SP, and UP in Southern Ca. You could have an interchange between UP & SP in Northern Ca, but I'm not sure if the SF had any interchanges in Northern Ca. with the UP. I think they did have some with the SP.
CSX has never been West of the Mississippi, so you would have to use pool power to have run CSX realistically with the other railroads. If you model the Southeast to run CSX, you could have interchanges with other Southeastern railroads, but not the Western roads.
This has gotten kind of long, but I hope it is helpful to you.