My suggestion for the stone work would be to check Plastruct's products:
http://www.plastruct.com/picat/PLAIN_PATTRND_SHTS_9.pdfPages 59-60, in particular, have "Dressed Stone," "Brick," and "Rough Brick" patterns that look promising. It's hard to know what "scale" to order stones in, though--I'd get samples in HO to experiment with, and then move bigger or smaller as necessary.
I did a retaining wall for my bridge module as a layer-by-layer project. Each course of stones is actually one piece of styrene strip, with the joints filed between the blocks, and then the courses stacked together:
But given the amount of time it took me to do this little bit, I can't recommend it as a method for doing a project as massive as that station. You'll probably have to do some hand-work for the big arches on the facade, though.