All the Parodius games on the PlayStation, with more emphasis on Gokujou Parodius
and Jikkyou Oshaberi Parodius, and less on Parodius Da and Sexy Parodius.
I like Star Parodier. And Pop 'N Twinbee.
I did try to like the other Twinbee games on the PS1, but I couldn't really get into them, which is on the one hand due to their high difficulty, and on the other hand due the bell power-up system that I have a hard time with.
I remember having played Fantasy Zone on the Game Gear twenty years ago, but I can't really judge it.