Actually, there is a cheap and inexpensive way to increase the sound on NGPC.
A company called NYKO released an accesory called the Neo Geo Pocket Color Shock and Rock. Not only does it boost the stereo (YES, STEREO) sound by about 200% (mental dead reckoning) but, it can be programmed to shake when certain thing occur while playing. The vibration kind of annoys me but, it can be shut off. Anyway, I believe this device can still be found at Electronics Boutique for around $15.
Hope that helps. (pays to be informed..hehehe)