The games you mention are all nice to play, but I would understand a bit of history of the PCE before playing direct. Like how one man said "hey, why not make a game system that have animation graphics", and how Nintendo copied of Hudsons idea to create the cheap Famicom. Also a PCE is a pure 2d and no 16-bit, alternative to a Sega Saturn or PSX. So it is like that. Many TUrbo CD games are also nice to play as well. The way I see it, is the PCE was a true gamers haven, with little curruption.
About ebay prices. Prices are prices, but you should purchase based on your preference, of gaming.
If you want to get into it, just think about series that you have played before. I started by ordering a bunch of games in one, and seeing what this little machine was made out of. Then you can plant yourself, and enjoy a type of series
Legend of Xanadu - If you like Y's then checkout this game. However it is more open and challenging.
Steam Hearts - a legendary shooter 100+
As a shooter Steam Hearts seems pretty forgettable to me.
That is so not true. SH is designed to be reasonable shooter, with a reasonable story. Yes there are other shooters.....on the NES, as well that are good as well.
Seems to be far inferior to the Saturn version,
That is because it was released first. You rather play the original game instead? The PCE is the most complete version of the game, while the Saturn moves away from the story and trys to make it more to a younger audience, and has two players.
Cotton - another shooter 60-100+ An arcade port, The PC is most unique
and non-computer port of the game.
Dracula X - a legendary game 100+ This is the idea Dracula game.
A perfect balance of gaming goe. However I suggest playing the previous castlevania first.
Fausette Amour- another rare treat 100+ That is what is it, a challenging game to play for fun. However I suggest playing other and more affordable magical girl games then this first.