Don't bother with the arcade versions now.
Instead, invest your dough in the Metal Slug Anthology. The games are perfect arcade emulations and you get infinite continues. They are still very, very hard and you'll never finish a single level with all of your stats intact, but it's a fun ride nonetheless. Some of the games can be a bit samey and you'll finish them all in about an hour. But for chaotic, button-bashing mayhem with loads of explosions and firepower, you can't go wrong with Metal Slug.
Graphics A
Sound B
Gameplay B
Lasting Appeal B-