HE I believe stands for Hudson Entertainment or something. ;p
And for PC Engine in order for release:
PC Engine - the original white one
CoreGrafx - it's same size as white but in dark grey and has AV output instead of RF on original PCE
CoreGrafxII - face lift of CG
Shuttle - yet another CG without the port for CD-ROM addon
SuperGrafx - upgraded version of PCE and it has its own HuCard titles although only 5/6 were ever released.
Duo - all in one unit that includes PCE, CD-ROM addon and system card 3.0
Duo-R - face list and in white
Dup-RX - last PCE released and identical to Duo-R except comes with 6 button pad
Apart from Duo you will need interface unit often called suitcase as it looks like one. Also there are two CD-ROM addon - CD-ROM2 and Super CD-ROM. The difference is CD-ROM2 has built-in system card 2.0 whereas Super CD-ROM has system card 3.0 and plays those SuperCD titles. Then there's Arcade Card Pro and Duo which support ArcadeCD - mainly SNK ports.
For must have titles why don't you check out
this thread.
cheers