Neo-Geo has it all really. I have a Neo Candy 29 and keep a variety of games rotating on it.
Obviously some classic fighting games, notable examples being King of Fighters 98, Samurai Shodown II, Garou Mark of the Wolves, and Last Blade 2, but the list goes on and on. Breakers Revenge!
One of the most classic run and gun series of all time in the Metal Slug games, as well as other platformers like Magician Lord.
Puzzle games like Puzzle Bobble and Magical Drop.
Hybrid action vs games like Windjammers and Twinkle Star Sprites.
Sports games, Neo Turf Masters is a favorite. Really there isn't much in the way of filler in the whole library.