I would go with the non-native tank. First off when they breed they can turn into more money for you to put towards other fish stuff. If the native fish breed selling them would be difficult, and potentially even illegal?
I will also say some of those pictures you posted of the native fish are not likely to be what you experience the majority of the time(or ever as some of those pics are a bit color enhanced IMO). Most of the time you will be looking at some fairly plain fish.
I kept some sunfish for a while, mine were what we call "pumpkinseeds" I believe. Very similar to the fish you showed I think. Their feeding response is strong, lots of begging, but definitely made a huge mess. I imagine the chubs/shiners/river minnows require pristine water( so not going to appreciate the mess), and probably also colder water(so a chiller which is expensive). If it were me and I was going to do natives in a 125 I would get some sunfish, a pickerel/pike, and a maybe a small catfish.
Still I would go with the non-native set-up for now. Also if you eventually want both the non-native set-up will take some time to come into their own(you will likely start with small juveniles which won't look like much for almost a year) which would make me want to start them sooner.