Heyas!
Where do you live in Colorado?
Well, if you are in the Denver/Aurora area there are a couple of places to get your fix.
Look for the nickel-a-play arcades that are scattered through the state, the one I go to is in Aurora, close to Chambers and Illif, next to a Michael's(ack). They have about 4 MVS cabs running with Metal Slug, Ninja Masters, Sam Sho IV, King of Fighters 99 and some others I rarely touch...
The arcade in Aurora Mall also has a 1 slot with SSIV...
As for getting games, close to the aforementioned nickel a play, there is a store called Game Force that has some AES and cd games. I saw Magician Lord and Cyberlip last time I was there and they usually have fair prices.
Best place Ive seen here in Colorado to play NG games...hmmm, my game room is running a 4 slot with Metal Slug, Blazing Star, SSIV and Puzzle Bubble! Strikers 1945 and Metal Slug X are on the way...