Wow, time flies. GameTap has changed a lot since the last time I referenced it in this thread; Now almost all the King of Fighters and Metal Slug games are on GameTap, and you can play some of them for free (without even subscribing). Also, most of them have online multiplayer, although it is a bit laggy.
I'm not going to post a link, because I don't want people to think I'm spamming or anything, but it just seems like a much better deal.