Started
Metal Slug: Second Mission (NGPC) today.
Was having a rip roaring time with it until the frustration of one of the game's penultimate stages. it has a mine cart section with instadeaths if you don't choose the right path.
I wasted about 20 continues before I realised you could slow down the cart by pulling left and back and even then it was a frustrating exercise in guesswork because of the game's odd continue system.
For some reason, instead of giving you infinite credits you only have up to a maximum of 9 refillable credits (earned at the end of each stage) yet you can save at any point to continue.
This can leave you in an annoying predicament where you've saved with only 2 credits meaning that, while you can restart as many times as you like you have to allow the game to manually reset and jump past the intro and title screen every couple of credits.
It would have been much simpler just to allow unlimited credits as this system just makes it more annoying than challenging.
Anyway, I made it to the final level now! the :B: is close.
EDIT UPDATE:
Made it to the final boss now but he's a bugger. It's a giant missile that you need to beat over four seperate stages (at least that's how many I've gotten so far) The last part is tricky because the warhead is flying around everywhere and you only have limited big gun ammo so grenades become very important. I can reach this part without losing a life or continuing but then it murders me.
I'm guessing it's just a case of very carefully avoiding it while you pick it off from a distance.
Logically speaking, I'm not sure what the payoff to blasting away at a nuclear warhead is going to be though! Downer ending incoming?

SECOND EDIT:
Beat the final boss. I found out that saving does actually work for sub levels as well as the main missions so saved right before the final form and...found it very tough. By random exploration however i found a hidden grenade launcher that appears if you shoot in the right spot of the last room. The boss fell and I finished the game on Normal with CPT. Ranking with the male character. I'm now replaying as the woman who gets different power-ups and takes a sometimes different route to the end.
I like how, as with First Mission, failing a vehicle stage often leads to a quirky bonus stage such as rafting or even a jetpack.
The NGPC games really do have a lot of invention and replay value to see everything.