The only games that fail that I'm aware of are unpatched games that don't set the TMSS (old games before SEGA added the "security" regs to the MD) or hacks tested with emulators that have data on odd addresses (which will crash on ANY flash cart). Obviously Virtua Racing doesn't work - no SVP. ;)
The Neo Myth MD 3 in 1 Flash cart is $139.
Note that it comes with a 256Mbit flash cart; that will hold 32MBytes worth of games. If you want to load games from an SD card, you need the Neo2-SD, which adds another $69 to the total.
The Neo2-SD is good for the MD or SNES Myth carts - if you plan to someday get an N64 Myth, you might instead get the Neo2-Pro, which is double the ram and flash of the Neo2-SD; it also costs a little more at $89.

