You can call it what you want, mine is simply called NeoGeo, just make sure that what you call the platform matches in the associated platforms list for the emulator you are using for it.
Just to clarify some of what you listed, the Pocket and Pocket Color are handhelds, CD is the home console that used CDs which very few people will actually want to use but it does have a couple of unique games. And there is no difference in the AES and MVS games, they are identical even though one is the home version and the other is the arcade version. You can even choose which version of the game you are playing by choosing to use the Unibios and setting it to home or arcade.