Daytona USA CE (better then the western release as it has the old music and better controls) Shutokou Battle 97 King The Spirits 2 (apparently the first is also good but I never played it)
2D fighting games
Waku Waku 7 (requires 1MB RAM cart) King Of Fighters 97 (Requires 1MB cart, though will work with 4MB cart too) Samurai Spirits 4 (Requires 1MB cart) Real Bout Fatal Fury Special (requires 1MB cart) X-men Vs Street Fighter (Requires 4MB cart , do not get the PS version , its awful) Marvel Superheroes Vs Street Fighter (Requires 4MB cart , do not get the PS version , its awful) Vampire Saviour (Requires 4MB cart) Street Fighter Zero 3 (Requires 4MB cart , best version of the game) Pocket Fighter (4MB cart optional , better animation and quicker loading if used)
3D Fighting games
Dead Or Alive (yes, its the best home version) Anarchy in the Nippon Savaki Zero Divide The Final Conflict Saturn Bomberman Fight (not really a fighting game per se, but close enough)
Platformers
Sillhouette Mirage Akumajou Dracula X (not the best version of the game) Action/Arcade
Bulk Slash (very fun game , personally recommended) Metal Slug (Requires 1MB RAM cart)
RPG/Adventure
Lunar Silver Star Story Lunar 2 Eternal Blue Grandia (easily the best version of the game) Magic School Lunar Shining Force 3 Scenario 2 Shining Force 3 Scenario 3 Policenauts (the most complete version of the game) Snatcher
Every other genre
Deep Fear (very solid survival horror game, arguably better then Resident Evil 1 , also has a PAL release) Columns Arcade Collection (has Columns 1 , Columns 2 , Stack Columns and the arcade/Saturn exclusive Columns 97 on one disc) J.League Go Go Goal (really good football/soccer game, looks and runs really good for the time) Digital Dance Mix (not really a game as such , but one heck of a tech demo, worth owning just for that)
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Shenmue II = best game of all time Shenmue = 2nd best game of all time