Welcome aboard!
There's lots of fun to be had with just hueys, but I'd get a PCE core system or save towards a PCE Duo (any version if it's been refurbished). The TG-16 is a pricey option, not just the systems cost but also peripherals; it uses a different connector for controllers, so you'll either need to buy less common and generally more expensive TG-16 pads (and tap) or a bunch of converters so you can use PCE pads. You'd have to get it modded to play US games, of course, but you'd have to mod the TG-16 system to play PCE games too; alternatively, you could get a converter (not worth the hassle IMO) or an Everdrive (best option).