City Hunter (the game, haven't seen the series) is awesome. The gameplay is pretty basic, but not so flat, but the music and story bits mainly keep me interested in it, I love it.
Kaze Kiri has EXCELLENT graphics, EXCELLENT sound (I don't remember the music very well, but the sound effects were great from what I remembered), and even MORE EXCELLENT controls. The game probably has the most impressive controls I've ever played for a game that uses the NES-style pad. However the gameplay itself is really bland and boring until the bosses, which were nice. If this game didn't have such boring gameplay, it would probably easily be the best ninja game ever made. I don't have any problem with classic gameplay in Kung Fu, in fact I love that kind of stuff, but the thing with Kaze Kiri is that it takes so brutally long to kill enemies that it's just no fun and it pretty much requires you to wait for a half hour until the boss comes in, the good stuff. Also the levels lack any platform elements, like in a Mario game. Saying it's the worst game ever made is ridiculous, but it's certainly not a great game or even a good game. If only it had more platform-style levels, if only...
Can't think of any rare/expensive games that suck at the moment, but pretty much every expensive/rare game isn't worth the price.