We just added a new training technique. I really need to test this out more, but so far it outperforms RPROP on anything I've given it. We also have it fully multithreaded, so I really think this is going to become the training algorithm of choice for Encog. It is called Scaled Conjugate Gradient (Levenberg-Marquardt) Training. So far I am really impressed with it! It is quite easy to use.
Train train = new ScaledConjugateGradient(network, trainingSet);
Java only... for now... this will be part of the official 2.3 release which should come out in the Jan/Feb timeframe.