From what I've seen an played, nothing that is more expensive than Sapphire is worth owning except maybe Bazaru De Gozaru (possibly its more expensive than Sapphire these days?)
Games like Darius Alpha, Renny Blaster, Dead of the Brain...they aren't worth two shits. I could have easily had copies of Renny Blaster of DotB for well under $100 back in the day (Renny Blaster, for less than $30, I'm sure) but passed since they are garbage. Darius Alpha in another matter since it really is rare, but IIRC its just a boss rush mode-only version of the CD game (which already has a boss rush mode in it available via code).
The PC Engine, like the Saturn, sort of has a reputation for being a high roller's system. Truly though the vast majority of all the really cool shit on both systems is less than $50 (much of it less than $20) with only a few expensive games actually being really good (Drac X, Sapphire).