You can use JPN games in your system, they just display in Japanese. The DO work though.
You can find some NGPC games in the <a href="http://www.neostore.com" target="_blank">Neo Store</a>, hosted by the operator of these lovely boards. Once I get my system, I'm gonna pick up the US Metal Slug from here.
You can also find a good deal going on right now from <a href="http://www.lik-sang.com/info.php?category=99&products_id=222&" target="_blank">Lik-Sang</a>. They are selling off some games for roughly $7 a piece. I took advantage of this deal to get a NGPC system, Last Blade, Puzzle Bobble, SamSho 2 and Gal Fighter.
If you are looking for specific games, try Ebay and of course, the wanted area here in the forums.