NES- Arkanoid, Bubble Bobble (funny story, got them almost 20 years later), nice early library of titles
SNES - Super Mario World, Gradius 3 (bought it after I got the system out of curiosity, started my love for Gradius)
PSX- Mortal Kombat 3, a few other games
Saturn (got it free recently)- Darius 2, the Gradius, Salamander, Parodius, and Twinbee titles, Bubble Symphony
PSP- Gradius Collection, Salamander, Twinbee, Parodius Portables
GBA- Super Mario Advance
GB- CV2 Belmont's Revenge (may start collecting games for it on, currently the only system I haven't bought a game for in a long time)
Genesis - Darius 2, CV Bloodlines, Contra Hard Corp, a nice library of titles