To play ALL kind of games you'll need a SuperGrafx with the CD-ROM adapter and the CD-ROM drive and an Arcade Card Pro. But this is also the most expensive way. The cheapest way may be to buy a japanese PC-Engine with the CD-ROM attachment and an Arcade Card Pro or a japanese Duo with an Arcade Card Duo.
Then you'll be able to play every japanese game (HuCard,CD,SCD and ACD). This are more than 600 games. But you won't be able to play american HuCards (approx.50) and 5.5 SuperGrafx games.