Vectrex emulation
You can play Vectrex games not only on your Vectrex but also on other systems.

For PC users their are several emulators. The best one seems to be MESS and ParaJVE (all info on the ParaJVE site) .
You can find a recent version here: Mess page. Vectrex Roms here, Vectrex Artwork here, Bios file here.
Put Bios in bios/vectrex, put artwork, in artwork/vectrex, put roms in software/vectrex.
For individual roms see my games page.

For Mac users check this site.

For Dreamcast users, you can play Vectrex on your console, download nero file here or diskjuggler file here (beware only 60% of actual speed). GP32 version can be downloaded here.

XBox users can also play some decent games with XVectrex.

PSP users can try PSP VecX. and PS2 can try VecX or Vice.

See also:
www.mame.net (MAME)
www.mess.org (MESS)
Arcadeathome (DVE)
Classicgaming (DVE)

 

 

Arcade emulation
You could also go for the serious stuff, play the original arcade games on your pc. Vectrex favourites like Cosmic Chasm or Armor Attack where ported from Arcade systems. These games are emulated in MAME. You can find Mame here and you have to search internet to find roms (or download my collection of all Vector games, put the zip files in the roms directory of mame).