Galaxy Deka Gayvan. Goddamn this game sucks. I decided to try it out after reading some positive reviews on this beat-em up, but a friend and I couldn't stand it for more than 20 minutes. Plays something like Battletoads (which I liked), without any up-down movements and a crappy list of moves. Ugh...
Gates of Thunder. Call me a hater, but I honestly don't see why this game is held in such high regards. I personally feel that a lot of other "16-bit shooters" around this era beats the hell out of this game. Overall, it's a good shooter for sure with good graphics and music, but the weapon system is pretty weak, the bosses aren't that impressive, and not that challenging overall. I just don't think it's up to par with shooters like LoT, Spriggan, Gaires, TF3-4, etc, etc.
Sapphire. Probably the best damn looking game on the Duo. I still don't think it's the best shooter on this system, but definitely top 3 or 4.