Well, all I had when I was a little kid was a Sega Genesis, a suicidal Game Gear (don't ask), then eventually a Sega Saturn, and lastly a GBC, so I have a few gems worth mentioning...
ToeJam and Earl 2: Panic on Funkotron (Gen):
Dunno if the TJ&E series is well known (everyone I know has no clue) but the 2nd game is my favorite of the bunch. Visually stunning, quirky characters, basic yet entertaining gameplay... I LOVED IT. This was actually the first game I played until I got (literally) sick. I remember having to walk away and lay down, felt like queasy shit. I read somewhere that this is on the Virtual Console? If so, you should all give it a try (but don't confuse it with the first one, I hated it).
Vectorman (1 & 2) (Gen):
Vectorman's side-scrolling, run-and-gun sweetness was the biggest action game with the best graphics I had seen back then. The levels were huge, the ability to morph into various forms was full of wewt, and the gradually increasing difficulty was something that me likey'd. Seriously, some of those last levels/bosses were near impossible but I never put the controller down.
The first one is on the VC, the second one is part of the Sonic Gems Collection.
Dynamite Headdy (Gen):
Once again, I'm suckered in by bright, colorful levels and ridiculous character designs. The quirky gameplay (you were a bird that had a floating head that you could throw and control the direction it went in) and numerous power-ups (allowed you to change you head to do different things, hammer-head for instance) made it an instant classic for me. This one's on the VC too.
World of Illusion Starring Mickey Mouse and Donald Duck (Gen):
Ugh, nowadays I HATE licensed games but back then, they were a'ight. Dunno how I got a copy of this one (think a friend let me use it) but I ended up putting a bit of time into it. The storyline is lame, Donald is a douche as always, but the levels (and the game as a whole) were long and challenging, and that kept me playing. On a sidenote, I recently tried this one out again for the hell of it and I realized that it sucks now.
The Lost Vikings (Gen):
Such a cool game and concept. You play as a team of three vikings, each one has a special ability that only he can do. One can run really fast, another is heavy and has a shield that protects, and the other guy can shoot arrows/projectiles if I remember correctly. You can only control one viking at a time leaving the other vikings inactive and vulnerable until you switch to them. The game used this gameplay style to create all sorts of puzzles and challenges, making for many different ways of reaching the end of a level. It was really fun but started get uber-hard near the last few levels.
Sonic the Hedgehog 2 (GG):
Don't know how many of you tried it on the Game Gear, but the levels were completely different. It was sweet (and the only time I've ever seen Sonic hang-glide and beat the shit out of baby chicks). This one's in Sonic Gems Collection too.
Terminator 2 (GG):
Iono why I liked it, I just did.
Clockwork Knight (Saturn):
Quirky game that had wonderful music and nice visuals. Storyline was kinda like Toy Story (toys come to life, evil toy steals some girl toy you like, you have a rival that wants to save the girl toy too so he can have a slice of dolly-ass). It was a nice game, wish I had a Saturn so I could try it again... On another sidenote, the names of the characters were hilarious to me, especially the main character. His name is
Sir Tongara de Pepperouchau III (Pepper for short). Pepperouchau has got to be the best name for a character I've ever seen, I can't say it without cracking up like a little girl.