AES games have no regional lockout. AES carts from any region (US, EURO, JAP) will play on any machine.
The BIOS of the system determines what language and censorship you'll encounter when playing the game. For example, if you stick a US game into a JAP system it will boot up in uncensored Japanese by default. If you stick that same game into a US system it will boot up in english (some games are censored in the english mode). The differences between US and JAP games are strictly cosmetic (i.e. the inserts, manuals, and stickers). The actual insides of the carts are identical.
To answer your question simply, it makes no difference whether you buy Japanese or American carts. If your concerned more with price than with collectibility than go for the Japanese cartridges. More often than not American and European carts are much, much more costly.
Also, from the way it sounds you have a Japanese system (otherwise you wouldn't be seeing blood when playing samurai shodown).