Zelda types, scrolling beat 'em ups
For these type of games you really want to get a CD unit.
Regards Zelda aka Action RPGs there's a Zelda clone on HuCard called Neutopia/Neutopia II but really you would want to play the US versions of these (unless you can read Japanese).
On CD you should definitely check out Ys, again the US versions and the fan translation of Ys IV.
Regards decent scrolling beat 'em ups on CD there's Galaxy Gayvan, Crest Of Wolf, Double Dragon II and Downtown Nekketsu.
The only games I have for it so far are R-type 1, and Super Star Soldier.
R-Type I and Super Soldier Star are both excellent games to start with.
Must have HuCard shooters but not cheap, more like averagely priced are:
Soldier Blade
Hana Taka Daka
Other good cheaper HuCard shooters:
Gunhed
R-Type II
Aero Blasters
Twinbee (cute 'em up)
Final Soldier
These are also good but not as cheap as above
Raiden
PC Denjin
Parodius