Tested under MESS 0.110 (binary not source as I'm a lazy bastard!).
On the command line the BIOSes are:
-bios 0 is the original v1.3 BIOS
-bios 1 is Sonic
-bios 2 is Hang-On/Safari Hunt
-bios 3 is Hang-On
The Alex Kidd (1990) BIOS isn't enabled/usable.
In MESSGUI the BIOS dropdown box displays, and runs:
"Default" runs SMS BIOS v1.3
US/Euro v1.3 is OK
Hang-On BIOS runs Sonic
HO/SH BIOS is OK
Alex Kidd BIOS runs Hang-On
----------
smspal runs the BIOSes in a different order:
-bios 0 is the original v1.3 BIOS
-bios 1 is Hang-On/Safari Hunt
-bios 2 is Hang-On
-bios 3 is Alex Kidd
-bios 4 is Sonic
----------
On the subject of BIOSes, the help file has funny description of the -bios switch!
-bios | Lets you set the country of the BIOS for Neo-Geo based games.
I don't think the Neo-Geo MVS (or even the AES console) needs to be emulated in MESS just yet.

----------
I know you hate me for this, but I still think it doesn't match the TV with the top and bottom coloured borders missing in MESS (e.g. full screen stretch makes the games look tall and narrow).