The pick of the bunch is of course Alex Kidd in Miracle World, the first in the Alex Kidd series and arguably the best. The game is rather simple and fun to play, unlike its many sequels which mostly introduced new, not so good elements which downgraded the experience by quite a margin. The game is actually so good, that it was at one point built into new Sega Master Systems, so you could play it anytime.
The other game today isn't all that recommendable. Burning Fight is another early generation Neo Geo beat 'em up, and, like Ninja Combat, isn't all that impressive. You could be worse off though, so if you've already exhausted the other options (Such as Final Fight and Streets of Rage), it's an OK pick.