Thanks for all the nice messages folks.
As someone pointed out, it has a region switch on the side so I don't need any adapters to play US games.
I am tempted to pick up a cd rom unit add on but I'm trying to take things slowly and play only hu cards to start. Besides, I'm not sure how I'd get RGB output from a CD rom unit and modding is expensive.
At the moment, I looking out for loose hu cards of soldier blade, cyber core, download, pyscho chaser, ninja spirit and a US turbo grafx version of Dungeon Explorer which is proving hard to find. Japanese games appear to be much cheaper and more plentiful but with something like dungeon explorer I really don't want to be using faqs to muddle my way through Japanese text.
I agree about the music in Gunhed, it's incredibly good and I fear it may have set the bar too high by playing it first.