The defining factor given is: "not wanting to pay a lot of money." A second unstated factor is age and level of activity - is it worth it to me?
On that basis I'd say that if the price has to be low then the best choice is to not use any moving lights and simply stick with color changers. You can layer movement on top of that with old school dance floor fixtures that you turn on and off or chase in a slower sequence. This is what the Obey 40 was designed to do. It's a 30+ year old economy level application of the DMX protocol.
The Obey 40 is not a controller. It's essentially a fader bank that can record scenes, and then sequence those scenes into a chase with variable step and cross fade times. This is enough for LED color changers, but it's not well suited to moving fixtures. An Obey 40 would probably still be useful to a local theater group who wants a simple dimming system for a small number of fixtures but, as a DJ tool it is a dinosaur. It was originally designed for relay/dimmer control and mechanical color changers in a pre-LED age when halogens stilled ruled the DJ lighting world.
Adding another computer or yet another software to a DJ rig is probably not the best way to address DMX lighting. The better lighting controllers today are stand alone computers with specific apps for lighting. All of the hard work defining movement and shapes has been done and stored as templates with variable parameters. Rather than design a oval shape from scratch - you are applying a template that is easily modified. This means you are now free to paint with your lights instead of setting and recording long strings of DMX step values just to create a shape and other effects. While software may be the cheaper way to access that, a stand alone controller can free you from needing a computer.
For any DJ using moving lights on a regular basis the WMX1 is one of the best controllers. If you want a quick and easy way to get complex effects and really professional looking shows without using a computer - this is what you want. The price is actually very reasonable for what it can do. It has been a long time coming but for less than $700 you can have a box full of scalable presets for a large fixture library. That's dirt cheap given it's true potential. It's 1/4 the cost of my ETC CS 40 and very powerful, but it is a DJ (dance floor) specific controller. If you don't have a lot of money already spent on moving fixtures - then new fixtures are where you will end up spending the real money to catch up with the times and what this controller is capable of doing. On the other hand, perhaps you could rent fixtures as needed of a class you wouldn't dream of owning and really change your game.
If you want to do theatrical shows this is not the controller you need. But for DJs and clubs - this is EXACTLY what you want. You do have to take some time to learn and preload profiles for your select fixtures. This is the case for ANY professional lighting desk. Don't assume you can just take this thing out of the box and start using it like it was a new CD player. Your device profiles need to be loaded if they are not already on-board. You need to know how to set it up and operate it's various applications.
