All depends on what kind of games you like.
some of my favs..
Fighting
- WWF Wrestlemania
- Mortal Kombat (1, 2, 3, UMK3)
- Street Fighter II (and the million other versions)
- Street Fighter The Movie
if you like Mortal Kombat, check out a parody of it called "Tattoo Fighters"
Sports
- NBA Jam (and the rest of them)
- Run And Gun
- Arch Rivals (old school pre NBA JAM game, check it out)
- Blomby Car (car racing)
- Great 1000 Miles Rally (car racing)
- Over Top (car racing)
Side Scrollers/
- Double Dragon (1, 2, 3)
- Battle Toads
- Teenage Mutant Ninja Turtles (plus the second one)
- The Simpsons
Shooters
- Terminator 2: JD
Also, it may sound kind of pervy, but there are some adult games called Fantasia. You have to cut out the background of this picture while avoiding these bugs and things to reveal a nudey pic in the back... but I kinda took a liking to the game and would still play it even if it had non adult pics in the background... some people hate the game, but I find it pretty addictive. It requires a fair bit of strategy and patience.