King of Fighters '95 on PS1 was the first. I was young, and had no idea the PS1 had any Neo Geo ports. I liked the art style and level of detail. I had played Art of Fighting once in the arcade earlier and decided that it generally seemed worth the hype I saw in the magazines, but that ps1 game was the first time I started thinking that I needed to have a Neo. It got me hooked enough that I jumped on the first NGCD I saw in a shop. $100 with Fatal Fury 3 ~1998-1999. Outside of the extra load time, it really blew my mind. I was happy for a good while and picked up half a dozen or so games for it.
But what really hooked me wasn't a game, it was a TV pilot. I was in Las Vegas, and doing the MGM Grand focus group stuff is one of the things the wife likes to do. The show was about couples setting budgets to live within their means or meet certain goals. One of the couples wanted a Prius because it would let her commute in the carpool lane--whatever, these people weren't very likable. One of the boyfriends/husbands/whatever was supposed to help a friend move for a couple hundred bucks to make money on the side. Instead he chose payment in the form of a big red MVS. The experts told him to sell it, but I didn't see it happen. Actually they stopped mentioning the subject entirely. At the time I had been very excited about the upcoming Tapwave Zodiac system, which cost a couple hundred bucks too as I recall, but a couple months later I had an MVS instead. I don't think the show ever aired. It was pretty crap, so you'll just have to take my word on it.