Probably the oldest game-system on this site, the Vectrex was a high-quality system that flourished about 20 years ago. Eventually it was removed from the market due to the high production costs, but there were hundreds of games made for it. It had its own in-built screen (hence the high costs), and each game came with a additional plastic screen you could place on the monitor to give some extra graphics (all graphics on the Vectrex were lines, or vectors, hence the name Vectrex).
The controller could be placed in the computer, hiding it completely. It used game cassettes, and I think it was one of the earliest game systems to do so. It still had one game, MineStorm, built in. The sound was high-quality for those days, and even more amazing was that all games are around 5 KILObytes(zipped). Forget those megabytes, you don't need them. ;)
My first computer was a Vectrex, and I consider it a statement of quality that it still functions flawlessly even after 20 years of service!
Only one emulator has ever been made for this system, it was made for DOS but it works on windows, even on win ME. That one has several games built in. However, not all of them work, but you can add additional games. I hope you enjoy playing these games! I know I have...