All the SNK fighters are of varying quality and none of them use the 4MB RAM cart.  Most use the 1MB RAM cart and should work with the 4MB cart anyway, but they wouldn't take advantage of it.  I remember reading that SNK never wanted to use the 4MB cart since Capcom developed it, which is a shame, since their ports could have been perfect.  :\  I'd recommend the Real Bout Fatal Fury/Real Bout Special collection, Samurai Shodown III, KOF '95 (it actually uses its own ROM cart and is one of the better Neo ports), KOF '96, and KOF '97.  They made a KOF collection with all three games, BTW.  Samurai Shodown IV is unfortunately plagued with slowdown.  Avoid Fatal Fury 3; it doesn't use a RAM cart and has terrible loading times.  Galaxy Fight is a good port and a decent game, Waku Waku 7 is an awesome game but it doesn't look as good as the Neo version, and while not a Neo-Geo game, Astra Superstars is the follow up to Waku Waku 7 and is definitely recommended.  The game plays very differently than other fighters, but it's good wacky fun, and one of the best-looking Saturn fighters out there.
SNK fighters are probably some of the few cases where the PSX versions were better overall: RBFF has better sound quality and only one win pose was cut from the animation, SS4 is missing frames but plays very smoothly (and got Cham Cham in Vs. Mode), and RBS on the PSX is actually an upgrade to the game with new graphics, anime cut scenes, a new boss, and new moves.
Oh, and avoid Final Fight Revenge at all costs, unless you want it just for the sheer novelty of owning such a horrible game.  I couldn't resist it for $20 some years back myself.  
Along with Vampire Savior, Marvel Vs. Street Fighter, X-Men Vs. Street Fighter, and Street Fighter Alpha 3 are all excellent conversions.  Alpha 3 does have load times despite using the 4MB RAM cart, but it's the best version of the game on a home console.  D&D Collection is a great BEU, but be warned that it is also plagued with long load times.
Word of warning: The Japanese Panzer Dragoon Saga does not work on U.S. systems, even with a converter IIRC, which is why it never sold for very much in the aftermarket. (The U.S. version also doesn't work on Japanese Saturns)  
Samurai RPG is only recommended if you are a HUGE Samurai Shodown fan.  If you are, go for it; it's very linear and straight-forward; I beat the Neo CD version years back before I knew one word of Japanese.
This thread makes me want to hook up my Saturn now.  

  I actually have yet to try the English Keioyugekitai I got months back from work (used to own the Japanese version).  I stopped playing my Saturn once I got my Xbox modded.  I don't mean to derail the thread, but nothing beats being able to play the arcade versions of all the 2D fighters mentioned in this thread with zero load times, no crappy sound problems, and no slowdown.
Some of the games mentioned in this thread (particularly in Mr Furious' post) are pretty rare; not sure how much they go for anymore though.  If you are interested in the Cotton games, just get Boomerang; it's an upgrade to Cotton 2 so don't bother getting it.  Elevator Action returns ROCKS.  Damn, I am hooking up the Saturn tonight.