I barely have any CD games, but Pomping World is absolutely a must. Sidearms Special is also the only true sequel to Sidearms. Unfortunately, Special replaces the cool new Megaman like music in the HuCard version with strange remixes of the arcade soundtrack. Stick with the HuCard for regular Sidearms.
Sidearms Special is actually two games on one disc. The first game is the regular Hyperdyne version as the HuCard, only featuring some nice sampled sound effects and the greatest possible CD renditions of the Sidearms bgms. Definitely worth buying for the music alone, even if you already either HuCard version.
The arcade, HuCard and CD versions all share the same soundtrack. Only the bgms appear in different order. I only remember one original track in the HuCard version, but it's been a while since I compared them all. The HuCard music sounds much better than the arcade music.
The second game on the disc is the "Before Christ" version, which is truly a remake and not any kind of sequel. It features redrawn graphics and altered gameplay.
Sidearms Special's manual is a foldout poster featuring the entire arcade flyer artwork. The disc has beautiful silk screened artwork like Super Darius.
All the Turbo/PCE versions are cheap, so it's worth buying the CD and at least one HuCard copy.
If you're interested in sequels, you should try Section-Z, Forgotten Worlds and Omega Five.