Wow, Afterburner II and Operation Wolf in particular seem all the more impressive with those controls. The movement of Afterburner makes it look like someone playing the arcade. And really, Operation Wolf controls pretty much the same way on the arcade as well.
I, too, was surprised by Operation Wolf (and Forgotten Worlds)!
I really, really wish that Space Harrier had analog support. That would have been AMAZINGLY AWESOME, as far as I am concerned.
Not on PC-Engine, but here's the list of MegaDrive games that support the analog XE-1AP controller, no idea if the Cyberstick will work or not though.
The XE-1AP controller actually has dipswitches that change the output between X68k/MSX, FM Towns, and MegaDrive. The Cyberstick doesn't do this, so I'd need an adapter to test them.
Afterburner II
Afterburner III (MegaCD)
Afterburner Complete (32X)
Galaxy Force II
Super Monaco GP II
Space Harrier (32X)
Star Blade (MegaCD)
Night Striker (MegaCD)
Fastest One
Musha Aleste (yes seriously)