Three systems? Damn.
Well, I'm guessing that you have no shortage of cash to spend. If you're into side scrolling platform shooters, any of the Metal Slug series is a must. For fighters, my current favorites are Last Blade 1 and 2, and the Art of Fighting series. As for shoot'em ups, Pulstar or Blazing Star are the most expensive (and best) choices from what I hear (I've never played either of them). I haven't been collecting all that long, so I have yet to play all of the games.
Check out the reviews on both this site (
located here) and
neogeoforlife.com.
My current favorites:
Metal Slug X (should be in my hands any day now)
Metal Slug 3
Sengoku 3
Last Blade 1 and 2
Art of Fighting 3 (don't have it yet though)
Baseball Stars 2 (and I don't even like baseball)
If you check the Selling forum, you'll find many games on sale and for trade by reliable buyers (myself included <IMG SRC="smilies/wink.gif" border="0">).
Enjoy your Neo(s) <IMG SRC="smilies/biggrin.gif" border="0">