I really really want an embriodery macine as well, and I have been doing A LOT of reseach on them. The first thing is $600 is not going to get you anything except the brother that Wal-mart has. I don't mean to be a dream squisher but it's true.
The Brother machines I think are the best value for the money, and know they work very well.
http://www.brother-usa.com/HomeSewing/ProductList.aspx?cat=combosJanome machines
http://janome.com/index.cfm/Machines/Embroidery were the first to come out with embroidery machines and have excellent stitch quality. The also have really nice software for digitizing that is compatible with every machine brand on the market, nice.
Pfaff
http://www.pfaffusa.com/21.html has a very nice product as well and they have the dual feed dogs which can be very nice if you alos plan to do a lot of quilt related stuff.
Vikings
http://www.husqvarnaviking.com/us/445.htm are very nice as well and are very easy to use.
I don't know much about Bernina's
http://www.berninausa.com/browse.jsp?FOLDER%3C%3Efolder_id=2534374302132740&ASSORTMENT%3C%3East_id=1408474395181831&bmUID=1185323761287 they are next on my list to check out
Now what it seems like from your post is that you would like to be able to take your own designs and turn them into embroidery. That's is what I want to be able to do as well. For that you need digitizing software it runs right around $2000 dollars! I know it's alot. Most machines will come with some kind of software that will alow you to do some editing and whatnot.
These machines run from $1,500-$8,000 yikes. They are a huge investment but very very cool. And the cost of thread is another thing to think about and stabilizers like other's have said. It is really expensive. I've seen machines sell on e0bay for a lot cheaper but these machines are very complex and can do so many things buying from a licesend dealer is your best option you will get support and most dealers have free classes to learn how to use your machine, and then optional classes to learn the software side for a fee. Another thing to think about is if you want to take those classes they usual require a laptop as well. At my local shop they do always accept your machines for a trade in and in the first year if you want to trade up they will give 100% of the machine you buy from them. Look around and at they shops ask lots of questions, ask to see demos, sew for yourself and get all the answers you need. The people that work at the sewing shops are usually more that happy to share their knowledge with you as the love sewing as well

Oh my gosh was that long or what?!
Quickly I will share with you my current dream setup
Brother 4000D embroidery sewing combo around $5,0000
Pfaff Quilting Expression 2048 around $2,000
Janome Digitizer Pro around $2,000
and a felting machine for fun $300
Wow only about the cost of my car

I hope if you are interested you are able to find something for your budget, and let us know what you end up with
