I'm guess the answer is probably obivious, but those that have the GOG versions of the Metal Slug games, Twinkle Star Sprites, and The Last Blade play with each other or are there seperate in hosting and playing online modes?

For games that are packaged with the original BIOS and game dump (some are, but not all - no game store cares to provide that information), I would use Fightcade directly to spare some headaches...and find more players, probably.

That is a good question, 'though. Catch me on Steam (there: http://steamcommunity.com/id/Kaede_FR. I have TSS) if you want to do a quick check.