If you don't reload, Weatherby ammo ain't cheap. Even if you do reload, Weatherby brass runs about $1 per case new. I have both a .257 Weatherby in their Mark V rifle and a .25-06 in a Ruger (the Ruger's fairly new so I can't say much about its performance). Lots of manufacturers make rifles in .25-06. Only Weatherby chambers its .257 magnum. You can get a decent shooting .25-06 for $500-600, or even less for a Savage (does Stevens chamber a .25-06?). I guess Weatherby vanguards are in that price range too, but a Mark V will cost at least twice that.
If you're the kind of shooter that can make the shot at 400 yards or beyond, then maybe the Weatherby is a better choice. If most shots will be in the 200-300 yards range, then probably doesn't make much difference. If you're the kind of guy that's got to have the fastest shooting quarter-bore available, then look into the .257 Shooting Times Western (based on a necked down 8mm Rem Mag case)