Nick,
I could not be more pleased with our Thermwood router. Simply stated, if we needed another machine tomorrow, I would not even consider anyone else. We have had our machine two years now and have not experienced one second of down time due to machine problems.
One thing that is more important then most people realise (myself included) is the technical support. If this is your first CNC then trust me you will need to have a company willing to stand behind you and help you learn. Even though Thermwood does everything possible to make the machine easy to use, you will still have many questions. Knowing you can jump on the phone or use virtual service to get immediate answers to your questions is HUGE. Even if you are just trying something new or working with a new material they are more then willing to help. Their support is second to none throughout the CNC industry and from my experience any other industry as well.
Another thing with Thermwood is that they do everything they say they will do. The machine was shipped when promised, the tech arrived for the install right on schedule, and we were up and running in short order. If you do need parts, Thermwood keeps them in stock (unlike a lot of the import companies) and ships Next Day Air so you have the part the following morning.
As for the rest of your questions, we are using a 4' x 8' table with a Busch 15HP vacuum pump and a 10HP spindle. We have had good luck with the Busch and can hold parts as small as 4\" x 6\" as long as we onion skin. As for the table size, our products have been designed to fit well on 4' x 8' sheets although as we do more custom machining I am finding that a 5' x 10' may have been a better choice.
Rolling nest is a great peice of software. The ability to generate nests and machine code without having to walk back and forth to the office will save you many pairs of sneakers

We went from a rack full of scrap material to literally a half dozen pieces leaning against a wall (we only work in two colors of melamine) We build a stock line so I have all of the files for our entire product line stored on the machines hard drive and the operator simply calls up the products we are building that day, scans in any scrap left over from the last run, nests, prints labels and runs the parts.
Simply putyou don't really have a choice to make, Thermwood is the ONLY way to go!!