Kinda surprising that nobody has mentioned any doujin fighting games or self-made fighting games like Melty Blood, Big Bang Beat, Vanguard Princess and the like...
Melty Blood is Awesome, especially the newest version (act something), didn't play the others...
Gundam Battle assualt 2 was awesome.... but that game crashes every emulator I've tried it on, good thing I've got a year or so to play it on Psone.
The Fist of the North Star Game was really good (the Arc system works version)
and of Course, Jojo's Bizarre adventure for the CPS3/PS2 was Baus.
DBZ Budokai 3 was great, I'm just dissapointed their doing that shitty Tenkaichi format for all their games now...
I usually give em a chance, but I'm usually discouraged to play anime/mange based games since alot of them are terrible...