I still remember - there was this little electronics store off of 8th and Vermont in L.A.... (don't remember the name - but it's long gone now).
They had random games up & running, and I recall that Vigilante was game they had going when I first went in there. I recall being rather impressed with the graphics. (I mean, compared to the NES, it's no surprise)
I think Monster Lair III was the first CD-ROM game I tried out (at the same store), though it could've been Fighting Street...
edit: Wait, I distinctly recall playing Kato-chan Ken-chan in Korea on a bootlegged, Playchoice-like, time-limited arcade system, and that was before I ever played any TG16... So KCKC it is.