The only games really worth owning:
Metal Slugs 1 - 5 & X
Last Blade 1 & 2
King of Fighters '98 & '02/'03
Garou: MotW
Blazing Star
Pulstar
Shock Troopers
Sengoku Legends 2001
Windjammers
Matrimelee
There's a couple of others like Rage of the Dragons and Viewpoint that I enjoy, but you're already on several thousand dollars so far for these on AES.
Yes, the AES is an awesome machine to behold but it's really gonna cost you. Fair enough if you have the best part of $10k to throw around, but you'll never get the money back. Especially if you dare to actually play those games and get insertion marks on that $3k copy of Metal Slug.
Just consolize an MVS board, get a UniBIOS and enjoy cheap Neo Geo gaming. If you really wanna spend some cash and get something impressive go for an Arcade Cab.