If you're looking for action, I think the choice is clear.
Aldynes, 1941, Daimakaimura, Granzort and Battle Ace are probably going to give you higher quality, longer lasting playtime than Zeroigar, Zenki and CCK. The PC-FX may have 59 other games on top of those three, but none of them are full-blooded action games.
I've spent more time with Aldynes alone than I have with the entire PC-FX library, minus the time I've spent testing Zeroigar videos.