The Neo Geo never truly appealed to me. When it came out, it was way too damned expensive and remains that way today with games that are honestly mediocre at best.
The Turbo Duo was ahead of its time. An awesome system with great games at the time and some still today.
The Saturn should have been what brought Sega back into contention. It was just too late. For the people that have played the Saturn, they know how good the system is.
2 of my absolute favorite games of all time are from these systems. Ys and Magic knight Rayearth.
Collectibility wise, the Saturn would be your best bet.
Affordability wise, you should steer clear of all 3 of them.