I stopped listing MVS stuff on here because the few guys who are into it here are all over on NG too. I can generally get just about anything you might want for less than ebay - just ask

I just sold a Mutation Nation for $80 last week - I have a few Last Blades and KoF 98's right now for sure.
There are multiple shops as Dave mentioned - but you need to get a recommendation for most of them to deal directly w/you - too many people ask for slow shipping and then file paypal claims and whatnot - some shops straight up won't deal w/Euros / Americans now, those that do generally want someone to vouch for you. Excellent (happy manor) will still respond to anyone via email - Sophia is hit or miss. Mak and Try straight up won't ship to US anymore. G-Front is very selective.
A proxy service can work - but you need to find the item for about 30% less than in the states for it to make sense. There is a service fee, a percentage fee, and a shipping fee. Example I bought an $80 item for $40. Service fee $6, percentage fee $4, shipping fee $18. I paid $68 for something I could have bought here for $80. There's savings to be had - but it isn't as significant as some would lead you to believe.
EDIT: MS4 is a $45 cart, $65 kit - all day. The NG price guide is years and years old. I maintain this one and it's pretty accurate. Xian Xi of Jamma-Nation-X also maintains one and there is also one on NeoGeoKult - but that one is generally higher because of Euro Neo Geo craziness.
Yes - Slug 6 is Atomiswave only - no official Neo release.