I finally decided to build a SuperGun. My goal was to avoid having to wire anything up and use existing connections, if they existed.
Here are are the parts I purchased:
1) Retroelectronik Supergun
2) Pico ATX power supply and a 12 volt 6 amp power supply. I also used a Flex ATX, but the Pico is smaller.
3) Sunikoo SCART to HDMI converter. and a SCART cable
The parts cost me roughly $160. The Retroelectronik Supergun came from EBay, and the rest was from Amazon.
I already had a NeoGeo MVS board, a game, a Neo Geo AES joystick, and an HDMI cable. There is a version, of the Retroelectronik Supergun, that takes Genesis/Mega Drive gamepads, if you don't want to buy, or don't have, a Neo Geo joystick.
I thought I might have issues with the SCART video, and was expecting to have to buy a few converters before I found one that would work, but the Sunikoo worked right out of the box, and the image is nice and sharp. I might add a scan line generator later.
The Retroelectronik Supergun outputs audio through SCART, and the SCART converter handles the conversion to HDMI. I had no issues with the audio volume and didn't notice any breakups or anything.
I purchased a 60 watt pico ATX power supply, and it works fine for the Neo Geo and probably many older JAMMA boards. I'm not sure how well it would work for something like the CPS2 or Naomi setups. The Flex ATX would probably be a better option for that.
The hardest part was waiting for the Retroelectronik Supergun to arrive from France, it took about 10 day. After that, it was all plug and play.