I was very fond of the original Fatal Fury, Robo Army, League Bowling, and my all time favorite Neo Geo game was CrossSwords. Its a cool multiplayer game. Alpha Mission II was also cool as well...
Blazing Star, Pulstar, Viewpoint, Metal Slug 1 & 2 (I enjoy the rest of the series, but find that I prefer the first two games), Shin Samurai Spirits, King of Fighters 95 (Iori's first year!)... there are plenty of others... but those are my most played favourites.
I love all the Sengoku Games. Also Metal Slug Series, Ninja Commando, Crossed Swords 1 & 2, Top Players Golf, Neo Turfmaster's, Top Hunter, and Cyber Lip.