This may be obvious to some people, but having come from home games consoles to the Neo Geo, I've noticed something which is quite annoying about some of the games.
These are not home computer games, they are arcade games. The point of (good) home console games is to keep you playing and enable you to improve, however the sole purpose of an arcade game is to eat as much of your money as quickly as possible.
Example - Neo Turf Masters. I've played it quite a bit over the last week, and although I really enjoy it, it is sometimes completely unfair. For no apparent reason your putt can come up short, bend off target, your drive can be 50 yards shorter than it should be, etc.
Now this makes complete sense for an arcade game. NTM only wants you to play 3 holes at a time before you have to spend more money. But it does slightly take the fun out of it when you are trying to improve at the game.
I noticed Puzzle Bobble has an 'MVS' difficulty setting which I can only imagine means completely unfair, I haven't tried it yet. Perhaps more NG games should have had both 'home' and MVS modes.