A fantastic purchase
I totally agree with you, playing retro games on the original hardware beats emulation any day!
The Metal Slug series is definitely one of my favourite old skool 2D shooters. I own Metal Slug Anthology on PS2 and Metal Slug 3 on XBox.
Impressive specs on the NeoGeo CD too. http://en.wikipedia.org/wiki/Neo_Geo_CD
I always wanted this http://en.wikipedia.org/wiki/Atari_Jaguar
, but the horrendous joypad put me off !