I used to hyphenate Neo Geo.
I switched over to using a space some time ago.Same. I still do, but I have noticed that, in general, it is no longer hyphenated; it's either Neo Geo or NeoGeo. Not quite sure why.
The lack of space/hyphen/or dot will become the Mark of The Noobs.
"You guys like NEOGEO?"
"Wanna play Snessssss?"