People seem to like the ones by massystems.com and the sigma supergun. I personally got one of those HGA superguns from Great Western Trading Company. This one isn't bad I use it for wrestlefest and gold medal that I have (never really got into superguns as I thought with the neo keeping me busy) The controllers pretty good but I understand you can modify the mas systems ones for your neo geo also which is nice. The one think that GWT did for me was fix a problem I experienced free of charge and be pretty good about getting back with service questions.
Good luck (you could make your own too)
Ralfakick