Assuming your budget is simply whatever you want because you have all the money in the world, if you want an M.2 SSD then get the Samsung 960 Pro or an Intel Optane SSD of large capacity for storing all your games and call it a day.
However, if you have a budget please specify it.
To be honest, getting a super high performance M.2 isn't worth it. Can just get something more cost effective that connects using SATA and has the capacity you're looking for along with the standard speeds you'd expect from a regular SSD. Approximately 500/500 on average.
In this regard, I would recommend the Crucial MX500 500GB SSD for use as your game drive. If you plan on continuing to use your HDD for most all of your games and only the SSD for very specific games that have bad load times, take into consideration the amount of games this is. If it's a small enough amount that you can get away with using a 250GB SSD then get that instead (same thing, I'd recommend the Crucial MX series. Although, ADATA SU650 and SU800 series are quite good and can save you a little bit of cash compared to Crucial MX.)
End result, M.2 is useless to spend the extra money on unless your system just doesn't have the room for a 2.5" SSD or you just don't have the available SATA ports for it. (Assuming that the M.2 slot on the motherboard in question is capable of connecting via PCIe instead of using up SATA ports.)
Honestly, the M.2 is best suited for having a 120GB that is exclusively your OS drive that holds the main basic apps like web browsers and stuff and then you put everything else on other drives that connect using SATA (or PCIe like Optane if you're the kind of person to buy the most expensive tech that's on the bleeding edge of performance and whatnot)