I'd go with one of these, and the headphones. Then rollsearch with some good tunes and eventually make the money for some nicer coins.
Not a bad idea, I was thinking of saving for the 5 piece Silver Eagle set, then using the money left over to start a new savings batch for the headphones.
Bose headphones suck. Shure FTW. Also, if it was my cash, I'd do what I did with it... roll search... or buy a nice MS63 DMPL CC morgan. I got mine for $350, so save another $100 and you're there.
I would be sorely tempted to buy a nice EF ancient Greek tetradrachm. Nice big silver coin with a picture of Alexander the Great dressed as Hercules on the obverse. That is just me, and i know I have weird tastes. I would bet you a dollar that non-coin collectors would be more wowed with my suggestion than any others here though. Maybe impress a pretty lady for a date???
Although I like the idea of a nice 1909 VDB, you should really just get something you like. If you really don't know what you want, then wait until you know. Better yet, here's an idea, take $10-$20 or so of that $250 and buy a decent book on a series that you're thinking you may like. The book may get you hooked on that series and help you decide what exactly to buy with the rest of the cash. Or the book may help you realize you really aren't into it, but save you the money you would have spent buying the coin before knowing that.
If you like modern crap, then why not a pf69 ultra cameo 1/10 oz gold coin? You can find that for less than $250. That would have a high percentage of metallic value and some good collector value as well - depends on how you feel about gold, and whether you think gold value or collector value is a better investment (or risk).