Can you list some titles for those of us not too familiar with these systems?
Oh man, I am terrible at lists, but will try. I'm sure I'll forget something obvious. I'll stick to 2D, since that was the angle I was on about.
Important mention about Saturn is it has been basically the only source to play many high quality ports of arcade games from the 90s. This is improving slowly over time. Special shout out to M2's port of Battle Garegga on PS4, it is a goddamned marvel. So some of these definitely have better options in 2017, particularly from a cost perspective. As well, I don't have a strong preference between PSX/Saturn for the applicable games. Plenty of PSX exclusives from this era as well. And arcade, and PC, and and and.
Neo Geo I'll have to do another day, the biggies there should be pretty obvious. Metal Slug, KoF, Windjammers, etc..
Saturn
Albert Odyssey: Legend of Eldean
Assault Suit Leynos II
Astal
Astra Superstars
Batsugun
Battle Garegga
Blast Wind
Castlevania: SOTN
Crows: The Battle Action
Cyberbots
Darius Gaiden
Darkstalkers 3
DonPachi (I like it, even though I know it isn't a top fav or the series)
DoDonPachi
Dragon Force I / II
Dungeons & Dragons Collection
Elevator Action Returns
Gekirindan
Golden Axe: The Duel
Guardian Force
Guardian Heroes
Hyper Duel
Kingdom Grand Prix
Legend of Oasis
In the Hunt
Marvel vs. Street Fighter
Mega Man 8 / X3 / X4
Metal Black
Nekketsu Oyako
Princess Crown
Pu-Li-Ru-La
Radiant Silvergun
Rayforce
Shienryu
Shining Force III (3D but shut up, more people need to play Shining games)
SMT: Soul Hackers
Street Fighter Alpha II or III (depends on the day of the week, personally)
Super Puzzle Fighter II Turbo
Terra Diver
TwinBee Deluxe Pack
Warriors of Fate
X-Men vs. Street Fighter
X-Multiply