Thermoelectric sounds pretty cool and is the more modern approach, but at the same time more costly...I also do not know how reliable the newer ones are vs the standard compressor models. I am 59 years old, so I would go with the more traditional approach (compressor type) but at the same time realizing that I know very little about the thermoelectric wine coolers.
My only experience with thermoelectrics is their use as processor coolers...my experience was not a great one, but then again the application was new at the time. The thermo chip that would sit on the processor would produce a very cooled side to cool the processor, but produced more heat on the top side of the thermo chip. So I had to install additional fans to deal with the additional heat inside the case. My sense is that the thermoelectric wine coolers would generate more heat outside the cooler...but then again, I do not know that to be fact.