R-Type 3 is a mixed bag. it plays very slowish and its music isn't that great. graphic/design wise it goes from some outstanding to quite rubbish looking back grounds and level design (f.e. the uberboring hot steel factory level..arghhh..*vomits*). all in one a good shewty, but nothing that could even come close to the original R-Type, which is still far superior.
as for Thunderfore IV, I quite like it even it couldn't raise that huge wow-effect out of me anymore that TFIII did already 3 years prior to that. its biggest weakness are its massive slowdown attacks, since you can clearly see that it overpushes the MDs capability. all around a good shewty, but hard as hell also due to the mentioned and sudden slowdowns attacks. imho TFIII is the far superior TF in many ways.
Aldynes is a neat shewty as well and uses some huge boss sprites and real parallax scrollings thanks to the SGFX additional hardware support. also quite nice in the sound departement, but all around nothing big that the "normal" PCE couldn't have handled in an almost similar way.
so i think non of the above shewties are super-duper titles, since all have their weaknesses. but i probably would go with aldynes, since it is an unique piece, without any predecessors it has to measure itself against.
and last but not least, also because it is le obey, which the other two clearly are not
