Tough to say value wise. It's new enough to have EZ-mate couplers, so it's not really in collector's territory. On the other hand, it's old enough to still have the clip-on body on the GP-40. I'm betting closer to 2004 since AFAIK by 2010, the Bachmann train sets had the nicer screw-attachment shell.
I'd say you could probably get $30-50 bucks, on ebay or craigslist maybe a bit more around the holidays. I'd be curious as to whether it has the 8wd or 4wd loco. I think this kind of Bachmann GP40 started out with a pancake 4wd motor. There was a period of transition (I have one) where it still had the clip on shell but had the better 8wd system that actually runs pretty smoothly.
One other good option would be a gift to an aspiring railroader. Assuming it's running, it's serviciable as-is and because of the body-mounted EZ-mate couplers, all of the rolling stock could be converted to KD's and metal wheels if the recipient sticks with the hobby. There's even a chance that it's a halfway decent 8wd loco.