If you want to get a Neo Geo, you should probably get the MVS (arcade) model instead of the AES (home) model. The games are much cheaper and 200-in-1 type cartridges are readily available. If you have an MVS board, you’ll need a way to power it and a way to connect controls and the screen.

As the Neo Geo MVS uses the JAMMA arcade connector standard, there are many ready-made solutions that will give you standard SCART RGB output, some controller connectors and a way to connect a power supply (either ATX or special arcade ones). I got one from http://www.retroelectronik.com. You can reuse this for non Neo Geo arcade boards, too.

Here’s the system how it was when I got it.