Get Darkwing Duck, if it's cheap, since it's a cheaply made game.
Here's what I can recomend:
PC Denjin-beautifully funny shooter
Bloody Wolf-one of my all time favorite games
Jackie Chan-great game, but, too hard for my taste, still great though
Parodius Da!-same comment as PC Denjin
Raiden-a good shooter that's too hard
Soldier Blade-wonderful shooter
Super Star Soldier-ditto
Coryoon-same as PC Denjin....& made by the same design team IIRC
CDs:
Macross 2036-great game
Gradius II-near perfect port
Shubibinman 3-great game, that is sometimes overated, sometimes under
Legend of Xanadu II-beautiful game, one of my fav's
Wonder Boy III Monster Lair-great game
Nexor-cool, but waaaay hard IMO
Snatcher-great game
Star Parodier-awesome game, love it!
Super Raiden-better then Hucard version, for the music, & extra levels
Spriggan-one of my my favorite shooters EVER
Valis I, II, III, IV-great series, they're all good
Ys I&II, III-my favorite game series EVER!
Zero Wing-good shooter, seems like it's missing a few things from the arcade version
Oh, & if you end up liking Bloody Wolf, I think you'll also enjoy Last Alert, I love that game, horrible voice acting & all! Tight game, I wanna do a sequal to it some day! Next Alert, or maybe Previous Alert, & I'm not joking!