In terms of first games to try, I'd recommend the same first games that got me hooked on the thing.
When my Aunt and Uncle gave me their Turbo, I got
Bonk, Neutopia, Vigilante, Super Volleyball, and Alien Crush.
Then I went and got China Warrior, Keith Courage, and Fantasy Zone.
This was enough to hook me on the Turbo/PCE permanently......
If I had to break it down very carefully though.... the 5 games you should you should play ASAP are....(aside from Bonk since you know that is awesome)
Neutopia ------Zelda clones can sometimes be better than Zelda!
Blazing Lazers/Super Star Soldier --- Seizure inducing shooters are a must
Bloody Wolf--- Contra's forgotten brother
Sinistron or Dead Moon ---Horizontal Scrolling shooters that aren't R-Type/Nemesis are fun too!
Ninja Spirit---- It's like Legend of Kage + Ninja Gaiden + Awesome
OH.
and Silent Debuggers. That is a must. Period. Oh man. You get sci fi adventure, first person shooting action, a neat story, addicting/challenging gameplay, and it looks reallllly nice.
It's a safe bet too that if you find a Turbo Grafx game for sale somewhere, that its good,so buy it. I can't think of a Turbo game I really hated. Some were just mediocre (Veigues Tactical Gladiator), but they're still fun to play.