Atari noob here, need help

[Ryaan1234]

Well, let me answer a few of your questions, to the best of my knowledge (I'm mostly a NES collector lol)

First, there seem to be a ton of versions of the 2600, is there 1 in particular that's considered to be the best? Were any features removed from any of them?

There's several versions, and I believe this site can explain them the best:
http://www.atariage.com/2600/archives/consoles.html

According to Wikipedia, the 5200 wasn't backwards compatible, but then an adapter was released to play 2600 games. Is that adapter expensive/rare? And are all 2600 games supported by it?

I'm not sure on this one. (Translation: /me waits for a 5200 collector/expert to show up.)

Also from Wiki, the 7800 can play almost all 2600 games. Are any of the better games not supported?

As far as I know, the 7800 cannot play Tigervision's games, so no Miner 2049er, and it cannot play Pitfall II because of it's extra hardware (I think). Pitfall II included an extra chip so it could have music and I believe that's where the 7800 incompatabilities lie.

What kind of outputs do these systems have? Am I looking at mainly RF for all of them, or do they have composite as well?

Again, see the site that I pointed out. That page explains all the system variants and what they output, though I believe most, if not all Atari systems output RF.

Which system has the best controller?

I've always preferred the 2600's controller. The 5200 controller is prone to breaking and the 7800's controller has always felt uncomfortable to me. That being said all 3 are usable controllers. I guess you'd have to try each one and decide which one you like the best.

Most of the games seem to be for the 2600, the 5200 and 7800 have very small libraries, are there even any worthwhile games in those small libraries?

For the 7800 there's Food Fight and Ninja Golf. Dunno about the 5200. I guess there's probably some more great 7800 and 5200 games but those are the ones that instantly come to mind.