Neo Geo - Aah Bliss. I remember years back going to a house in Purley, South London to purchase an imported Sega Genesis machine. The guy also had an imported Neo Geo and I was totally blown away by the machine until the astronomical price was mentioned.
I then bought a Sega Saturn (which was later sold on Ebay) just to play Metal Slug. In fact the Sega Saturn was the king of 2-D shooters.
My favourite games Neo Geo games are the following:
Metal Slug series (the whole Metal Slug series is now widely available to buy),
Alpha Mission II,
Pulstar,
Bust-a-Move
Magic Drop
Twinkle-Star sprites
Last Resort
and the most sought after game IMO is/was Ironclad aka Bri;Kinger

Nuff Said