Update: I got the Omen 1060 and HDD to work perfectly with my early 2015 MBPr with minimal fiddling (not plug n play though, have to reset).
I've done some extensive research but the TLDR is these are the only two fully featured eGPU machines that make sense value wise in Australia. Comparison Reviews Reviews
You will need a laptop with Thunderbolt and preferably other features, However I plan to use mine with a 2015 13inch Macbook Pro retina with thunderbolt 2 using this adapter. Note: You will be bottlenecked by Thunderbolt 2 but it will still work well Results Comparison
Check to see if your laptop is compatible HERE
Equally best value for money (Omen - GPU = ~$210 for enclosure only)
Full sized GPU upgradability and high compatibility
Included HDD to store steam games
Largest foot print (can be significantly reduced by removing the stupid feet) Guide
Full sized PSU (but not great for changing)
Requires Mini ITX GPU (not as good upgradability)
Super compact and travel friendly (more room for activities)
Equally best value for money (Aorus - GPU = ~$205 for enclosure only)
Smaller fans (a bit louder)
I personally went with the Omen and plan to sell the GPU if I decide I want to upgrade later.