Master of Shogi is pretty good. The graphics are very very simple, so don't expect any cool 3D like BattleChess (BatleShogi would kick ass!). It was originally a B&W game and they did very little to update the graphics. Basically, it's black and brown now. The character illustartions are the only thing in real color. As a game of shogi, it's not bad. You take on a series of opponents with increasing difficulty. The AI is good, starting out moderatle difficult and building well (unlike Pocket Reversi where the first opponen--an 8-year-old girl--can just kick your ass and leave you bleeding in the gutter). Seein' as how the game can be found for $10-15 from the various Hong Kong shops, I'd say it's a must-have if you're at all interessted in Shogi.
I've never played any of the mahjong games on the Neo Poke, but I've had that Super Real Mahjong is the best, and not just because of the rathr tame stripping element, it also offers the most option and styles of pay and save spots and whatnot. Koi Koi Mahjong actually has hanafuda n mohjong in one, but that's a really hard game to find (and who besides 90-year-old Japanese men know how to play hanafuda anyway?).