I have a raijin, and I recommend one. The build is solid and durable. I haven't played the other two unfortunately. But I've seen pics of a Vega, and it looks similar to a Raijin, but I'm not sure how reliable the quality is of the buttons and sticks. But definitely go to the neo geo boards. If you want you can ask a member named D-Lite who builds custom made superguns. You should definitely get over there.
Where did you pick up the Sigma? Looks like a beautiful piece of hardware, I'd like to pick one up as well.