Flake wrote:I'd prefer to go a slightly less piratey route, if only for putting more retail copies of games on my shelf. It's how I decorate my side of the bed room.
I'd definitely go with the 4-in-1 cart then. It's what I use for mine, and it works wonders. It's especially nice since I have no experience with a soldering iron.
Once you've got that, you're ready to import. As the7k said, the spinecard is really the only difference between what you'd get in terms of completion, though Japanese Saturn games also come in standard jewel cases, as opposed to the US long boxes. However, select titles may contain more: for instance, my copy of Last Bronx included stickers and a bonus disc. Some games have little extras like that. If you're buying off eBay, try to see if any of the listings for a particular title mention what the game contains.
Once you've got that figured out, it's time to start choosing games. Personally, I'd either come up with a list of specific titles, using our handy RacketBoy.com guides to find interesting looking titles, but picking a specific genre and then asking questions in either the Sega forum or the relevant genre forum can also be a good means of going further in depth. After that, a few quick trips to eBay or wherever you like to shop for imports, a few days of waiting, and you should be golden. I hardly ever import, but even I have a small stack of Japanese Saturn games I'm happy with.