You sir were a cool kid, having a Neo in the day is a helluva accomplishment.
Well, it's not like I delivered tons of newspapers to finally buy a Neo after months of hard work, or anything like that. My parents were just kind of "pro videogames" so I had pretty much every system, even exotic ones like 3DO or PC Engine/ Turbo Duo which had to be imported. They didn't play themselves but appreciated my fondness for that stuff.
So in the end I was just lucky, I guess. 
Or you just had really rich parents. 
Game systems and games were much more expensive back then.
I owned a Neo Geo AES back when it was released (in the UK). I was around 14 years old, I didn't have rich parents we were actually quite poor, but I was completely obsessed with video games so I worked all I could at weekends and after school to fund my hobby.
Back then I didn't know of anyone else in my area or school that had a Neo Geo so I had to travel and meet up with other hardcore gamers and I would trade AES games with them.
For the first few years I think I only had around 3-5 AES games at a time but I would always trade them for new ones so I got to play most of the AES library of games.
Some of my favourites aren't the commonly popular titles, I just have fond memories of playing them when they were released.
Here's a few:
Super Baseball 2020
Alpha Mission 2/ASO II - loved this shooter, surprised it never gets talked about.
Fatal Fury - amazing graphics at the time
Fatal Fury 2
Last Resort - one of my favourite games of all time.
Magician Lord
Ninja Commando