ATi FireGL and Quadro will have no problems - they'll perform similarly or slightly worse than their Radeon/GeForce counterparts (if one exists) in gaming, and all of their "extra features" will likely be of no consequence for gamer/consumer use (really, do you need SDI? or genlock? or 3-pin stereo?). The only stand-out on the feature-front is that generally pro cards arrived at very high resolution digital connections earlier than consumer gear - for example Quadro FX 2000 and 3000 have DL DVI (and I think they're among the only native universal AGP cards with DL DVI). Quadro cards of appropriate era to support CUDA/PhysX will do so. Newer FireGL (new enough not to be called FireGL) will support Eyefinity as well. SLI for nVidia is locked out unless you have a "Certified Platform" (OEM machine off a very short list) - I can tell you, however, that Quadro FX + GeForce will happily co-exist in the same system. CrossFire Pro is supposed to work as straight-forwardly as CrossFire, but I've never personally seen it in action.
As far as going into other pro cards, like pre-ATi FireGL, 3DLabs, E&S, Dynamic Pictures, Intergraph, etc I wouldn't suggest it unless you just want it as a novelty as their DirectX support is usually relatively limited, and their performance in games is also relatively limited (they just aren't optimized for it). A lot of those cards also usually require AGP Pro and/or are generally huge, which makes them unsuitable for many cases/builds.
As far as "why do pro cards cost so much?" - the simplest answer is support, testing, and certification; a lot of pro cards are application certified for various professional applications (and it goes beyond CAD), and have drivers that are heavily optimized for those specific applications as well. On the hardware end, usually special connectors, more RAM, etc are common. At the very high end, there's usually option boards (that add more $$$) that can provide various additional functionality (like SDI, or house sync/I/O for driving video walls or VR environments). You're paying for all of this on a low-volume part that still has to turn a profit, so the prices are accordingly higher.
Other thoughts: Both the nVidia and ATi naming schemes for these cards (especially ATi) are more complicated than they need to be, so I'd suggest looking up whatever card you're interested in against Wikipedia's "Comparison of ATi/nVidia GPUs" tables to see what generation/era the card actually comes out of, and whether or not it's worth your time.