Hello and welcome in Belgium !
To complete the previous messages from Pianne, and from my point of view, the best MÄRKLIN dealer is the shop Hünerbein (
http://www.huenerbein.de/ )... in Germany, however very close to the border, in the city of AACHEN.
I confirm that the shop JOCADIS (not so far from BRUSSELS) has a top quality service with its own belgian models production, also often suitable with MÄRKLIN.
For the real trains, there is not yet a National Railroad Museum [V]
But, don’t miss the association PFT (
http://www.pfttsp.be/ ) . This is one of the most active in the preservation of belgian trains and she organizes some trips with historical materials on the main lines (with steam, diesel and electric engines) and some open day (once a year I think) in the depot of SAINT-GHISLAIN (near the city of MONS).
On the the following pics, there is one of the circulation days organized by the PFT in july 2007:

You can see the locomotive 29.013 still owned by the SNCB, which has hauled the last regular steam passenger train in 1966.

On the second pic, it is the 64.169 of the PFT (an old P8 from Rumany restored in all details into a “type 64” of the SNCB). I hope it will be a future model for MÄRKLIN.
In Summer, you can also make a visit to the CFV3V (
http://cfv3v.in-site-out.com/ ), the “Chemin de Fer à Vapeur des 3 Vallées” which runs from April to September regular steam hauled trains on the preserved line MARIEMBOURG-TREIGNES in the south of Belgium. In the station of TREIGNES, there is a little but very interesting railroad museum with in display, for example, the fabulous “Type 1” steam locomotive of the SNCB.
On this video (
http://fr.youtube.com/watch?v=QHY2dp5Ae4c ), found on internet, you can see a good example of a train which can be transposed in HO with MÄRKLIN material: a double heading of SNCB diesels type 55 (item ref.3466) on an ore train (item ref.48444). This train is seen in the hard grade between VIELSALM and GOUVY on the line LIEGE-LUXEMBOURG.
To finish, I am also a member of a local club (+/- 1 hour from BRUSSELS) and we run with belgian themed trains in HO scale. It will be a pleasure for me if you want to visit us once Saturday.
Best regards,
Jean