Welcome to the FX community.
Little Red Riding Hood shouldn't be that pricey, at least in Japan. I have this game but havn't played it. It is a board game and you need to know japanese to play it. I was waiting for the only FX translation of this game which was announced some years ago. But unfortunately the project isn't finished till now. It would be awesome if it would be finally released some day!
Zeroigar is the only available shooter for the FX. It's pricey and a pretty average shooter with nice bosses and well done intermissions.
As most games for the FX are some sort of dating sims, there are only some western-style games released which are mostly pricey.
The following games I had much fun playing them:
- Chip Chap Kick (good platformer Bubble Bobble style)
- Zeroigar (was my first game for the FX)
- Farland Story FX (nice and easy to understand strategy game)
- Dragon Knight IV (nice strategy game with adult oriented intermissions)
- Rururi Rarula (cheap looking Jump'n Run with nice intermissions and a lot of fun)
- Team Innocent (average adventure game with not so great graphics but some atmosphere)
- Zenki FX (great looking action Jump'n Run, pricey)
- Langrisser FX
BTW, I never get used to the play controls of Battle Heat and therefor I don't like it that much as most of the other people. But as it should be very cheap, probably you should give it a try. There is another game with the same game mechanics, with characters from Tengai Makayo.