Phantasy Star IV (Sega Genesis)
A well-crafted RPG with an amazing, involving storyline.
Super Metroid (SNES)
Widely recognized as one of the best games ever made and possibly the best SNES title of them all.
Kirby's Adventure (NES)
Simply genius game concept.
Splatter House (Arcade)
Action-packed paranoia providing a platform for a portion of gore which was previously unseen and unheard of in any video game.
Castlevania Bloodlines (Sega Genesis)
Very interesting installment of the series, just flooding with creativity.
Final Fantasy VI (SNES)
Needs no introduction to RPG fans.
Mega Man 2 (NES)
More than excellent gameplay and blessed with one of the best 8-bit soundtracks ever.
Out Zone (Arcade)
Very intense shooter. Graphics and music are absolutely top notch.
Guardian Legend (NES)
Being a joint effort of Compile and Broderbund/Irem Corp., this dual system game combines the best elements of Zanac with birdsview exploration.
Space Harrier (Arcade)
Way ahead of its time, using Sega's revolutionary 3D engine which also backboned Outrun. Apart from obviously influental, simply awesome and very addicting.
Just a few suggestions, I could name many more like Snatcher for Genesis, Ninja Gaiden, Breath of Fire II or Strider Hiryū but...
...let's see yours! :)