Hmm, well there are some fairly cool Naomi titles, including a few underrated "hidden" gems like heavy metal, mobile suit gundam and canon spike. Personally I found a gd-rom setup fairly pointless, beyond CvS2 and to a much lesser extent Z3U. I dunno, maybe you're into all the Guilty Gear titles, but personally I wouldn't bother with a gd-rom setup unless you want CvS2 and wouldn't bother with a naomi 2 unless you want VF4.
A naomi 1 with capcom i/o is a reasonably neat and tidy setup and there are lots of playable titles to be had on rom board, some very cheaply. CvS, Powerstone, Virtua Tennis, MvC2, Project Justice, Dead or Alive 2, Giant Gram 2, Guilty Gear X.. hell even Spawn and Zombie Revenge are ok for the money.