(In high-pitched Mario voice) Here we go!
First of all, the bad news, I'm giving up NeoGeo emulation under DOSBox, at least until next version. The available NeoRage DOS versions are far less advanced than I though, and the best alternative I could find (NeoMame v0.56) runs at only 10 fps. At least, though, the emulator worked flawlessly under DOSBox, even with sound.
But I have good news as well, RockNES v3.10 (last non-beta DOS version that I know of) works fantastic under DOSBox! There's a minor issue involving crashes while navigating the menus, but only if you use the default VESA 1.x driver. All it takes is to fix this is editing the ROCKNES.INI file and selecting another video mode. All the games I've tried work nicely.
Nesticle and LoopyNES also work fine, and I specially like the way the later reproduces sound. However, it doesn't offer savestates.