I'd also recommend sticking with Mame-X. Its the most stable version for playing Neo Geo games. And yes, while it doesn't play the larger games like Last Blade 2, or Metal Slug 4, it still has a
large library of games available.
Some of the games that you can play are:
1.

2.

3.

1.
Blazing Star 2.
King of Fighters 96 3.
Magical Drop 3 4.

5.

6.

4
Metal Slug 2 5.
Pulstar 6.
Real Bout Fatal Fury Special7.

8.

9.

7.
Samurai Shodown 48.
Shock Troopers 9.
Super Dodge Ball ...and that's not including other great games like Last Resort, Ninja Masters, Twinklestar Sprites, or Waku Waku 7. You shouldn't have a problem finding a Neo game that you'll want to play.