I have mixed feelings about hexes, they make everything simpler; movement, ranges and firing arcs but they are also limiting and sometimes being able to count the range may be a bad thing. However by controlling movement they mean you can do away with movement gauges albeit at the cost of artificially limiting movement.
Having just typed all that I think I have made up my mind, hexes are great. Not perfect but their advantages far outweigh their disadvantages.
The first hex game I played was probably GDW's Traveller based game Mayday which managed a fair approximation of vector movement as well, I don't think any of their later games matched that simple gem.
Does anyone else remember Star Warriors? I think it was hex based as well, a star fighter combat game that tied in with West End Games Star Wars RPG.