Here's a short rundown:
KoF99 DM ( = KoF98): Ugly interface, crap backs, smaller sprites, timing problems, overall blocky gameplay feeling. Nice intro, decent unlockables. Not worth it if you really want to play the game, might be worth it if you're in for the extras. IMO, it's the worst DC KoF port.
KoF99 Evo ( = KoF99): Original menus, debatable 3D backs (much better than KoF99 DM tho), smaller sprites, (minor) timing differences, improved gameplay compared to predecessor, nice extras like NGPC chara/striker exchange, extra strikers, etc. Not too shabby, I quite like it.
KoF2k: Slowdowns (try a DM combo in the aquarium stage...), partially weird timing differences but not too noticeable, missing moves (Iori's b,b+B, etc.), good extras, overall quite well done but the missing moves and slowdowns lower the fun for me... hate to say it, but the ps2 version of 2k is much better...
KoF2k1: Now this is a port like it should be, all major features (gameplay, graphics, sound) are there and the gameplay differences are neglectable, I've played 2k1 on homecart and DC for hours on end and couldn't find any problems except for differences in CPU reaction and a few minor timing differences in two or three of the bigger combos. Comes with lots of extras like the Puzzle Fighter mode that IMO is much better than 2k's puzzles. Very good port, well worth the bucks.
KoF2k2: Same as 2k1, good port.