I would guess it'll be your standard generic Asian multimedia device like the GP2X or GP2XWhiz like I mentioned. There's almost a dozen handhelds like them from Asia that all do the same shit; emulate the 8-16 bit games, limited PSX emulation, play music and movies, Ebooks, etc. I guess it would run about $150-ish. It probably cost maybe $20 to put that thing together because -to be quite honest- almost any handheld from Asia that you come across can run any Neo Geo game without many problems.
Side note: King of the Monsters is really underrated. I love that game.