Depends on what you like out of games. What types do you play mostly or enjoy? I love platformers and other artistic style and puzzle games myself. So my list might be different from a lot of other people. Here are my favorites if it helps. I like some of the others but just dont play them as much as these.
Mega Man 9
Sonic The Hedgehog 4
Jett Rocket
Bit Trip Runner
Cave Story
Mega Man 10
Art Of Balance
Frogger Returns
Arkanoid Plus
Mr. Driller W
NyxQuest: Kindred Spirits
Rage Of The Gladiator
Blaster Master Overdrive
Hope that helps.
Might want to watch some videos on them.