Ys Book I & II and Gate of Thunder were obvious choices for me. Ys was the whole reason I got the CD attachment: it was so far ahead of anything else on a home system at the time graphically and musically. The translation was excellent and it had great voice acting, especially compared to other Turbo CD titles.
Gate of Thunder is one of the best shooters I have ever played, and remains one of my favorites today. I'm not great at shooters, but the difficulty felt perfect for me. The soundtrack is one for the ages as well.
Ultimately, I also went with Dungeon Explorer II. The gameplay is loads of fun, and the soundtrack is fantastic.