sega-naomi.com was an excellent resource for me when I was looking to get a Naomi system running. I bought everything on eBay at that time too. Good luck.
Capcom Bowling. My wife and I always have fun challenging each other and it's an easy game for any guests to play. Ms. Pacman is the other game since it's my wife's favorite and most of you know how that works.
The short answer is it will only play games for the Naomi 1 system. There are 2 different motherboards, Naomi 1 and Naomi 2. You can play only Naomi 1 games on Naomi 1 motherboards. You can play Naomi 1 and 2 games on Naomi 2 motherboards. The Naomi 1 motherboard is white and the Naomi 2...
I have one as well and put a 60 in 1 in there, but have since traded up to the Arcadeshop board. You give up a couple of games, but you can have DKII, so overall I am happier with the Arcadeshop board, it was worth the extra money.
If you like baseball, World Series Baseball II or '98 are, IMO, alot of fun. Check link here:
http://www.gamespot.com/saturn/sports/worldseriesbaseball2/
Also, as above, I recommend Sega Rally too.