Vandy 2 or 3 Sig. Vs. Thiel CS2.2 or CS3.6 or ??

These two speakers have quite different tonalities, so it's hard to directly compare them. If you are not familiar with both, you should do some auditioning before you make a purchase. Tombowlus' comments above are also correct, so you should try to audition the speakers using the same amp if possible.

Sdcampbell offers good advice. These two speakers are about as different in their characters as it is possible for two dynamic driver speakers to be. Which you will prefer will depend on your listening priorities. Audition definitely required. The Vandersteens are an easier load for most amplifiers and will mate very well with most tube amps (particularly the Vandersteen 2s), the load presented by the Thiels will be more challenging.

I concur 100% w/ sdcampbell. Very different speakers. To over-simplify, vandy's have a warmer richer sound, with the thiels being tighter (in the bass) and more cyrstalline (in the treble). FWIW, I've been a very happy vandy 2ce owner for about 3 years now. Hard to beat in their price range (used), though it sounds like you have a bit more cash to play with.

I also Agree with SD Campbell and Shersta
with the one exception that the Vandersteen will deliver better in room bass as the Vandys design shines well with room nodes. The front 8 and rear 10 spreads the bass payload in 2 parts of the room which leads to less agitation. Try the bassline on Allman Bros Statesboro Blues on this one.
Cheers Johnnyr

I dunno about all that "does well with room modes" comment above, but I do know that the Vandies remind me an AWFUL LOT like the old Mirage M series stuff! Warm, a bit lacking in ultimate detail and resolve, as well as that "blanket over tweeter" sound to me. Basically, they sound laid back, reserved, a bit colored, warm, and not so extended and lively. To me, these are the antithesis of a Thiel speaker.
Yeah, if I had to own a pair of Vandersteen's, or Mirages for that matter, I would probably hook em up to hear music and such. Soon thereafter however, I'd have to change em out for a more accurate transducer that didn't add so much to the signal, and basically server me an overly wamred and veiled sound.
I don't mind a little warmth from a speaker if need be, like what Paradigm and Sonus Faber, PSB, B&W, Kef and Tannoy, have traditionally tended to offer. But I simply feel the Vandersteens do what Bob Harley's book "Complete Guide To High End Audio" recommends against for a speaker, and that's "errors on the side of addition" rather than "subtraction"! In the case of the Vandersteens, they're simply adding their own character to the sound to my ears.
To each his own howerver. For me, I'd have to at least chose Thiels.