Phantasy Star 2 is the best RPG ever. No, FF7 wasn't a bad ripoff of this game, nonono
Herzog Zwei is a real time strategy game in split screen, amazing if you've got a good partner to play against.
Aleste and Elemental Master are great shooters with awesome soundtracks.
I had a great time playing Mickey Mouse - Castle of Illusions and El Viento, and, more in an action-RPG fashion, I love the 2 Monsterworld games.
And there are all the Treasure games : Gunstar Heroes, Alien Soldier, Yu Yu Hakusho - Makyotohissen, Ristar and Mc Donald's something. They all deserve their name