JIGOKUMEGURI AKA: BONZE ADVENTURE: What a fun platform game! For some reason I love taito games. And on that note, I picked up..
KYUKYOKU TIGER - AKA: TIGER HELI: Loved playing this in the arcade. The Pcengine port is fantastic. Am also trying to find a good deal on the sequel for the saturn lol.
NINJA WARRIORS: Okay, so it's missing a lot of details from the arcade, but I still enjoy it

SHINOBI: Same deal here. Not quite like the arcade and missing a lot of levels, bonus stages and close quarter moves. I still like it though.
I think both games just have that nostalgic factor. I used to play both games all the times in the arcades and always wanted to own them myself.
These ones were cheap, but I enjoy them:
DRAGON SPIRIT: Good port of the arcade game. I have it on the Namco compilation, but it was really cheap so I grabbed it anyway.
PAC-LAND: It certainly is different from other pacman games! But it turned out to be a fun little game.
Next on my list are:
BLOODY WOLF, MR. HELI, DEVIL CRASH, ALIEN CRUSH (First want the superior sequel before buying though), PC DENJIN - PUNKIC CYBORGS AKA: AIR ZONK, CORYOON: CHILD OF DRAGON, DON DOKO DON, TWIN BEE, PARODIUS, SALAMANDER, GRADIUS (Anything from Konami), NINJA SPIRIT.
Also, does anyone think that the WONDERBOY games are worth getting for pcengine? How about ATOMIC ROBO KID SPECIAL?