Brass is the noblest, but the most difficult to work, unless you have access to the proper tools.

This is a very straight-line, flat surface construction, so it should be relatively easy to build it to a very high standard, except for the window cutting bit. Ideally, you would have a friend with a CNC laser cutter, and you would CAD draw both lateral panels, front and back panels, and have those laser cut. Then it will be very easy to put it together.

If you don't have access to such high tech stuff, you will have to veeeeery patiently manually slot the windows. Do it with a pinvice with a drill to mark the corners of each window, and cut them out using a very new No.11 x-acto blade guided by a steel ruler.

Then use a rat-tail file to finish it off.

As to chassis, I would simply use a plank of Evergreen 2mm stock, internally reinforced with Plastruct tubing. Then I would steal the bogies and interior details from any old suitable old coach.

^Most other details (buffers, cow catchers, brake hoses, wipers, whistle, panto, blah, blah) can either be had from a MRR store, stolen from old rolling stock or from the parts bin, if you have one.

Have fun and keep us posted on your interesting project!

Luis