...Here's my top 25 for the Genesis (series are grouped):
Sonic the Hedgehog (1,2,3&K)
Shining Force (1,2)
Gunstar Heroes
Phantasy Star (2,3,4)
Monster World (3,4)
Ristar
Aladdin
Beyond Oasis
Castlevania Bloodlines
Rocket Knight Adventures
Thunder Force (3,4)
Landstalker
Shinobi (2,3)
Crusader of Centy
Contra HardCorps
Comix Zone
MUSHA
Toejam & Earl
Ecco the Dolphin (1,2)
Streets of Rage (1,2,3)
Vectorman (1,2)
Dune
Alien Soldier
Dynamite Heady
The Misadventures of Flink
Sorry, but I never liked Herzog Zwei as much as Dune
Best game you've probably never played on the list is
Monster World 4 - it was a Japan-only release, but has been fully translated into english, and is one of the best sidescroll action-RPGs out there.
Oh, and I'd acually recommend Gunstar above Alien Soldier, although they're both must-plays. I've beat AS almost a dozen times, and once the boss patterns are down in your head, it can get a little monotonous. I've beat GH more times than that, but the looser gameplay style keeps things more fun, plus there's the multiplayer...