Off the top of my head, trying to shy away from the expensive and always mentionned must haves:
HUCARD
Horizontal Shooter: Air Zonk
Vertical Shooter: Blazing Lazers, Soldier Blade
Platformer: Shockman (?)
Arcade Conversion: Dragon Spirit, Street Fighter II' Championship Edition
Puzzle/Strategy: Bomberman '93, Military Madness
Adventure: Neutopia I & II
RPG: Order of the Griffon
Action Game (misc): Somer Assault
Driving: Motoroader, Victory Run
Sports: Power Golf, Battle Royal (multiplayer)
CD
Horizontal Shooter: Lords of Thunder, L-Dis
Vertical Shooter: Nexr, Spriggan
Platformer: Yoshimoto Comedy (awesome game with quirky humour, levels are themed and enemies are the same characters in various disguises, etc), Shubinbinman 3 (?)
Arcade Conversion: Buster Brothers, Art of Fighting
Puzzle/Strategy: Splash Lake, Vasteel
Adventure: Loom (only because I'm a sucker for Loom), Beyound Shadowgate
RPG: Ys I&II, Legend of Xanadu II
Digital Comic: Galaxy Fraulein Yuna, 3x3 Eyes
Action Game (misc): Ranma 1/2 (the first one, the side scroller), Shadow of the Beast (US ver)
Driving: (There's that CD pack-in video racer. Forgot the name and I wouldn't recommend it.)
Sports: Human Sports Festival
SUPERGRAFX:
Any game (since titles are limited): Aldynes