I had to do a fair wack of research into this to sort me out with the right voltage for mine. On my quest for knowledge I found out the following which maybe of use.
Originally the neo aes was setup with a 5v 3amp psu, this was all working lovely, until snk reworked the system, i guess to cut down on manufacturing costs. They also apparantly changed the system to run on a 9v 1amp ac adaptor. This was all great, but snk had a huge amount of 5volt 3amp psu's left, and so bundled these with the newer aes systems, capable of running the different voltage. Therefore, in practice what im saying is, a 5v 3amp will work on any aes, whilst some of the newer ones will run on a 9v 1amp. Which to some will be a damned sight easier to find than the original 5v jobbies. Mainly due to 9v 1amps being used either on the Atari Jag or Megadrive/Genesis. As both have the same 1.2mm barrel connectors, there a perfect match.
If however your uncertain of the voltage, and dont want to risk it, go for the 5v 3amp psus. If your looking for a place to get them, try
Http://www.telegames.co.uk There not the cheapest in town, but they do have stock.