Dude go with a supergun, there should be no question. AES looks appealing with its cosmetics, collectability, etc but that is ONLY considering all the awesome sub $100 you can get. Sure I might be happy with a cheap ass collection like that but soon or later you're gonna want to play some Slug or MOTW or whatever on your TV and you're gonna be shit out of luck. I'll be fucked sideways if I'm gonna dish out that kind of $$$ for a video game.
Especially since MVS is so much cheaper.
So yeah AES looks cool but be sure to look at the $$$ when you're drooling over cheap ass Shodown 1 and 2, Baseball Stars, etc. My advice is to put a lot of effort into a custom supergun setup with about 100 SHOCKBOXed MVS games. You will own and the poon will come.