i have tried CFL's, MH and HPS all for vegging... they all work, but MH gave such nice stout and dense growth for vegging that is where my vote lies.
CFL's work for vegging fairly well if you get enough of them... it is what i use now because i am on a budget for cash and space... before i buy a MH for vegging though, i will be buying a HPS for flowering.
HPS is in my opinion too expensive for the results in vegging to use.... it is best suited for flowering.
as for price though, other than being able to slowly add more bulbs as budget allows, MH isnt really any more costly than CFL.
200 Euro should buy one sweet MH rig!