Its simple... just name the game and what sound effects u cant get enough of. I'll start:
Golden Axe.... every axe chop and sword strike i loved whole-heartedly. Everytime some bad guy dies... its like AAAAAAUUGGGGUAAAAHHH... every. single. time! even the girl baddies have the exact same voice...
Golden Axe had some great death screams. I thought it was pretty awesome when I later learned about the screams being outright taken from First Blood and Conan the Barbarian. I never would've known if I wasn't such a wikipedia nerd.
On that note, I thought it was pretty awesome hearing the Wilhelm scream in Red Dead Redemption. I know it's not a retro game, but I got a good laugh out of that.
Bad Dudes on the NES probably takes the cake for shitty digitized voice. It's hilarious. When sweatpants guy yells, "I'M BAD," it sounds like he's got aluminum foil wrapped around his face. Good times.
My favorite overall sound effects are probably from the arcade version of Double Dragon. The punches sounded heavy, the sound of deflecting a knife with a kick was great, and I liked the elevator at the end of mission 2. I guess I didn't realize until now how much they put into the sound in that game...they had a lot of good sound effects. The enemy death grunts sounded like a drunk guy puking, but they still were cool. I also get a laugh out of the sound of your player stretching out and taking a nap when you lose all your health.