I'm just going to assume you are playing this on an emulator and someone else that actually has owned a Neo Geo can fill this in.

• Blazing Star
  • Rudie: I love this shooter until it gets god damn impossible.

• Garou: Mark of the Wolves
  • Sniper Honeyviper: SNK's answer to Street Fighter III, which means it's the second best fighting game of all time.

• The King of Fighters '98:The Slugfest
  • Sniper Honeyviper: The definitive KOF. I still prefer '97 and 2000 though.

• The King of Fighters 2003

• Kizuna Encounter: Super Tag Battle
  • Loki Laufeyson: One of the first tag-team fighting games. Has a secondary gimmick in that it's also a weapons fighter. Pretty great character designs, and some of the best looking stages in 90s fighting games.
  • Sniper Honeyviper: The music in the slums stage is the best grunge rock track in a videogame.

• The Last Blade 2
  • Rudie: I always found Samurai Shodown too slow for me. This is a quicker based weapons fighter that takes place when Japan finally opened it's doors to the world.
  • Loki Laufeyson: The counter button adds both a lot of fun, and a metric ton of tension.

• Metal Slug X
  • Rudie: X is a remixed version of 2 and is my favorite Metal Slug. My problem with 3 (popular favorite) is the enemies eventually take too much damage and it just gets too hard to stay alive.

• Metal Slug 4 and 5
  • Rudie: Metal Slug again and again and again.
  • Sniper Honeyviper: Don't bother with 4, it's basically an officially licensed doujin game with a depressing amount of recycled assets. 5 has some major problems, but the headbangin' soundtrack and Slug mecha make up for it.

• Money Idol Exchanger

• Neo Turf Masters
  • Rudie: Fantastic Arcade Golf!

• Sengoku - on Large Prime Numbers

• Twinkle Star Sprites
  • Rudie: A versus puzzle/shooter. Playing it once sets your mind on fire, and immediately makes you hardcore.

• Neo Geo CD Wikipedia Article