The most convienient and safest place is the Bukit Timah railway station. You can take a bus to King Albert Park (B45 Bukit Timah Road), and walk back to the railway bridge. Then walk up the lane to the station. Ignore any notices. Just walk up to the station. Greet the station master. Visit the station from 7am to 11pm. There will be passenger trains at 5.15 am, 8 am, 2pm, 3.50pm, 6pm, 10.15pm, and some other times. Goods trains may pop up any time. I recommend you to see the 8 am train that departs TGP at 7.40 am. It is the Ekspress Rakyat 2 to Butterworth, Penang via Sentral KL combined with the Lambaian Timur 29 to Gua Musang via Gemas. This long train is usually not pulled by the commonly spotted locomotive, YDM4.
Alternatively you can go to TGP (Tanjong Pagar). Kampong Bahru road offers you a scene of the shed. There is a turntable there, just like the one in Thomas and friends.
(This information will change.)