My suggestion is to get an Atari 7800 system. It may be more expensive than the 2600 but as was mentioned can play the most 2600 games and the "more advanced" 7800 games.
Be sure to get some 2600 controllers-the standard looking ones with the joystick and one button. You can use the 2600 joystick with the 7800 system when playing any game that needs only 1 button (all the 2600 games and maybe some 7800 games). The reason for this is that the 7800 joystick is a little akward to use (you will understand when you get one).
You can find game atari game lists at my site www.netcolony.com/members/addie. The 2600 system has 500 plus games while the 7800 system has around 60. But the 60 games are much more advanced for the most part than the 2600 games.
The 5200 is the middle system and uses the larger cartridges whereas the 2600/7800 uses the same size cartridges. It does not have a very large game library and the system is rarer than the 2600 and 7800 (I believe).
RE: 2600v5200v7800