As mentioned in the "bringing home the cab" thread, there are a ton of great games. Here are some of my favorites:
Fighting - King Of Fighters (any, but 99 is my favorite), Samurai Shodown (I favor 2), Mark of the
Wolves, Last Blade 2, Rage of the Dragons
Puzzle - Bust-a-move 1 & 2 (AKA Again), Puzzle de Pon, Magical Drop (any)
Beat-em-up - King of the monsters, Sengoku 2 & 3
Shooter - Prehistoric Isle 2, Blazing Star, Strikers 1945 Plus, Shock Troopers, Nam 1975 is OK.
Platform - Any Metal Slug (3 is my favorite), Spinmaster, Magician Lord isn't too bad
Sports - Baseball Stars 2
1st-person fighting/shooting - Super Spy, Crossed Swords (always liked both of these but they don't
really fit in any other category).
For the most info on Neo-Geo hardware see:
www.hardmvs.comFor the most info on software:
www.neo-geo.com (lots of reviews)
There are also several other decent fan sites that I can't find right now.