I have a 27" Sony Trinitron, but it's not a WEGA. It's a flat screen (NOT flat panel, NOT rear projection) I paid $20 for mine on Craigslist. If you are patient, you can get a good deal on one of these because most people just want to get rid of them because they are big and heavy.
For the record, even though it's a flat screen, I can confirm that the following light guns work on my TV:
NES Zapper
SNES Justifier
Sega Master System Light Phaser
Sega Genesis Justifier
Sega Saturn / Sony PlayStation Nyko Cobra Light Gun
***EDIT***
R.O.B. also works on my TV. Not a light gun, but it's worth mentioning since he isn't compatible with all TVs.