Just gonna list a few favorites, there are lots and lots of VC games I would recommend but the list would be too long :p
+1 Boxboy
+1 Cave Story
+1 Picross-e series
+1 VVVVVV
+1 Kirby's Pinball Land
+1 3D Sonic The Hedgehog 1/2
+1 Super Castlevania IV