1.06 vs. 1.05
Two installs is recommended, not required. But there are some reasons why a 1.05 map will PLAY DIFFERENTLY in 1.06.
Regarding playing 1.05 maps in 1.06, there are minor things like a few engine stat changes and the Construction Firm (default warehouse model) which will clutter cities. Also, the AI look to buy industry every month instead of just in November, so with a reasonable start they can do ok (need events to make them any sort of competition). But the major thing is that a part of the mechanics behind price distribution between two station cells (what happens when a train is loaded) was turned off when adding ship-at-a-loss. This part is fundamental in normal rail revenues.
Remember that 1.06 is fan made without the source code. So a great effort of love, but not perfect. Everyone in the early days demanded ship-at-a-loss as this was a missing feature coming from RTII. But really it's better to think of RT3's cargo economy as dynamic, instead of static like RTII's is. Forcing doesn't do that much. Cargo is trying to go in a certain direction due to price gradients. If you move it to an area of lower price, other trains on Auto Consist will happily take it back the other way.
Industrial production is tied to price, we simply don't see a big stockpile at a high price. We can see logically that the game's price mechanics prevent that. The typical use therefore for ship-at-a-loss is for example to move Coal from one Steel Mill that doesn't have Iron to one that has Iron but no Coal. But with care on station placement (or a special Small station placed on the Steel Mill map cell as a delivery depot) a natural low $2-5k differential can often easily be obtained. So I would say that unless you want to micro-manage, which this game isn't good for (play RTII if you want that), ship-at-a-loss is not important.
So, if you aren't regularly using ship-at-a-loss and don't mind voluntarily avoiding a small exploit (gotta do that often in stock market already). I recommend turning back on this feature which in our discussions I called
"price islands." That's the affect on the price of the station cell by a freight pick-up. It's a balance with the destination price and locks price on the pickup station cell for a period of time. Here's a ready-made 1.06 exe on the thread about it:
http://hawkdawg.com/forums/viewtopic.php?p=44854#p44854 Credit to Cash on Wheels for research into this, read the thread from the start for details.
Why is it bad to leave this disabled for auto consist running?
There is a lot of low-value reshipping going on. Trains leave with a cargo load and while they are in transit prices are shifting. Often the price at the start station has risen to the point that the train can haul the same cargo back on the return journey at a small profit. You will not always notice this in a busy game, but there is a definite affect on profits. Side-effect of this is that resources in stacks at industries will often get dragged around the map for no reason, you make a little profit on it, but you would make more from the consumer goods, which are not getting produced.
If you use this fix, then gameplay is going to be fairly similar for say a default map in 1.06 compared to 1.05. I can speak highly of the new math in 1.06, but the 1.05 maps of course don't use it.
PS. For 1.06 you want to get hold of the industry/icon bugfixes in this thread:
http://hawkdawg.com/forums/viewtopic.php?p=44854#p44854