Power Blade for sure. It's a side scrolling action game. You play as "Not" Arnold Schwarzenegger with some crazy powerful boomerang. You get to pick the order you go to the stages in, like Megaman. It's got some neat power-ups too.
Snake Rattle 'n' Roll is a personal favorite of mine. It's an isometric platformer, kinda like Sonic 3D Blast.
It's pretty hard, mostly because the controls are a bit weird. Best played with a friend.
Chip 'n Dale Rescue Rangers is pretty good too. It's a side scrolling platformer. I guess I could compare it to Super Mario Bros. 2/Doki Doki Panic in the sense that you can pick up and throw stuff. Also it's co-op.
I'd recommend Zelda II: The Adventure of Link as well, but only if you enjoy getting angry at the game you're playing.
It's not so bad starting out, but it requires a lot of grinding and gets insanely difficult once you get to Death Mountain.
That's all I got for now. My roommate has a pretty nice collection, so I'll ask him for some recommendations when he gets off work.