In my opinion, the best reasons to get a Neo Geo are: SENGOKU, SAMURAI SHODOWN II and THE ART OF FIGHTING.
From there you've got WINDJAMMERS, METAL SLUG, BASEBALL STARS 2, NEO TURF MASTERS, BLUE'S JOURNEY (I guess), LAST RESORT, BUST A MOVIE (AGAIN), MAGICIAN LORD, NAM 1975... With one or two exceptions those are all cheapies (atleast on an MVS) - this group as a whole is pretty much the best early 90s creme to waste your time with outside of the TG.
I agree with all your suggestions except for Sengoku (I'm not big on AoF either, but it's funny for what it is as a 2-player game). That game sucks horribly. Really, really boring for a beat 'em up, and some of the worst graphics on the Neo (I would say it looks worse than Magician Lord, but that's a matter of opinion I guess). The second one is pretty bad, too.
The third game, on the other hand, is a work of pure genius and is one of the finest beat 'em ups ever crafted.
And I wouldn't say "those are all cheapies". Out of the ones you mentioned, only Sengoku, SamSho II, Art of Fighting, and Blue's Journey are what I would consider to be consistently inexpensive. Magician Lord and Nam 1975 aren't super expensive, but both *can* be around $50 and are both somewhat difficult to find on MVS (as opposed to the home cart system, where they are both $20 games you can find anywhere) -- especially in kit form, if that's your sort of thing. (Both are
excellent games, however, and should be sought out in any case)
-Neo Turf Masters is ~$60
-Last Resort is $70+ (although it's the best shooter on the system, I like it more than Pulstar and Blazing Star)
-Winjammers is ~$50
-Baseball Stars 2 is ~$40-70
-Bust a Move Again is ~$100-120 (and IMHO if you really like bust a move that much you should just buy some of the ports -- I say this as someone who owns this cart)