Neo-geo is WELL worth having.
Some really excellent games, and the ports/emulation doesnt do them justice. Go for the real thing.
It can be a bit pricey if you go with the AES home console though... I did that for a while, then built a consolized 2-slot MVS:

I happen to be selling my modded AES console (s-video, stereo audio, bios mod) and AES games if anyone is interested (and for much cheaper than arcade shock).