As for me, I want an Atari 7800. Interestingly, the only time I had a bad experience on Ebay was when I bought one of these. The dude shipped it to the wrong address and refunded me (but I still lost the money from shipping charges). I have an Atari 2600 and the 5200 (and yes, the Atari 5200 is just as bad as people say it is). So I really need the 7800 for my collection.
Sure, I've seen Classic Game Room several times. But in the case of Vectrex, I got to play with it in person when someone brought one to the anime convention in Atlanta for a tournament (which I won btw despite having never played on one before)
Personally, I don't think the vectrex games themselves have aged well--I would never bother with an emulator, and many of the games such as the one you pictured are much better on the original arcade version--but the console itself is such a novelty, with the built-in vector monitor which there is nothing like these days, that's the thing that sets it apart.
I have a 2600 too, but I don't play it anymore. If I was going to collect another Atari system I think an XE would be cool: http://videogamecritic.com/xeinfo.htm Some of the 800-series games are still fun today, and I have them emulated under MESS...
I remember playing with a 7800 at someone's house...it was okay, but I was SO glad I had asked for a NES instead of a 7800 for my 1st game system...