That depends on what type of game your interested in. But the fact is that while NeoGeo has been around for about 10 years, (thats 10 years using the same hardware for the cart system, the cd consoles came more recently) they really only make 5 or 6 kinds of games.
Fighters an la Burning Fight, Fatal Fury ect.
Shooters with a Darius style like Andro Dunos and side scrolers like Mutation Nation
Sports games like 2020 baseball, Football Frenzy, Super Sidekicks
Puzzel games like Puzzle Bobble
Then theres the obscure games like the frisby game Wind Jammers.
By the way, all the games mentioned above are under 4.5megs. Now, which ones work.......you'll have to try them to find out as there doesn't appear to be a compatability list out yet.