A supergun is basically a jamma harness that connects to your TV, u connect the Hyper to the supergun, plug some controlers in, plug the supergun into your tv and thats it.
The Supergun is the BEST way to go with the Neo IMO. All you need is a SG and a 2 Slot and its game time! Sure its more expensive than the AES but the games are a hell of a lot cheaper...combine those games with Big Bears cases and nick_th_fury's inserts and basically you have an AES cart...
I personally love my Sigma...its basically impossible to find...but if my some miracle you do come across one you better get it!