Well it matters what you like. Some of my favorite classic old school fighters on the Neo are:
Fatal Fury Special
Samuari Showdown 2 and 4
Real Bout Special
Art Of Fighting 3
King Of Fighters 96 and 98
Waku Waku 7
Some of the new greats are
Last Blade 1 and 2
Garou: MOTW
And of course the last two years of KOF.
There are a lot of fighters out there, I know a lot of people here hate emulation... but you may want to check out some of the games via NeoRage before investing a lot of money into them. I have purchased so many great Neo Geo games that I had never even heard of (Like Kizuna Tag Battle) until I got the ROM from the internet.... Well, I hope that helps... Also, a great place for reviews is
http://www.emuhq.com/kazuya You can read about all the fighters there (just list the games by genre). Later,
-Nick