I love Neo Geo i've always dreamed of owning it one day, but now that I can technically afford getting one the price drives me away. I loved Samurai Showdown for it, I mean c'mon who doesn't but 650 just for the system and 200 for a controller is a little out there.
If I Wanted to get into collecting, what would be the cheapest way into it?
KalessinDB is right on this, NeoCD is the cheapest but the load times and loading in general, ( metal slug 2, for example, loads halfway through some levels! ), kill it really...
CMVS is the way to go, IMHO, you can easily do it yourself too, no need to buy overpriced showpieces! get a 2-slot board with the controller ports built in, that way you can just use regular Neo controllers, they have the socketed BIOS chip so you can easily fit the UNIBIOS if you wanted to, then the only things you need to worry about are video/audio out and a PSU...
plenty of tutorials out there to help too, just try to stay out of neo-geo.com, those guys are arseholes...!