You definitely cannot practically light a show totally on moving lights. A 10,000 budget is awfully small to be looking into more than 1 or 2 used (quality) moving lights lights and still have money for the essentials.
You said small bars and venues. I have never thought they benefit at all by moving lights. Many times it's hard to even find a place to put them and even if you can, in tight spaces, they just don't look as cool. They'd be mostly a distraction.
10,000 to me is a lovely sum to put together a tight lighting package. Not lighting stands, but maybe trussing and a set of some sort. Conventionals (pars/strobes/ellipsoidals/fog) and dimmers to go along with that. And don't forget a console. Right there, you have a solid rig that in bars and small club could be even more flexable and interesting than a moving light package. The key is creativity. If you're going to be running a lighting package, you need to have someone capable of using it in creative and interesting way. Get the most bang for your buck.
Consider your audience and your budget. If you go with moving lights, you'll need to commit to several to get any decent effect from them, then once you do, they just become a distaction in small venues. People will be going, "wow look at those lights," when what you want them to be saying is, "wow, look at the band." You know what I mean?
Edit: i just read your last reply which came in while i was writing this and as a side note, around here, even some of the biggest club/theater venues (2,500+) restrain from using moving lights in their setup. Also, 500 watts sound awfully low for 3000+ venues.