I recently bought a PC-FX plus five games off of ElSeven, so I have been enjoying that for the past few nights.
Battle Heat - Very awesome idea for a game and now I am getting the hang of the controls and enjoying it much more now. It's really incredible.
Team Innocent - Wasn't impressed at first really mainly because the controls were hard to get used to, but after getting used to them I enjoy the game much more now and it has great atmosphere. Most people won't agree with me here, but I love the graphic style myself! I think it's going to be the style I use for a game I have in mind to make for the PC-FX.
Yuna FX - I haven't played much of this game, but the previous owner of the PC-FX appearently played quite a lot of it and unlucked all of the mini games, so I played with those which were a nice addition to the game. The story mode of the game seems cool too, but I probably won't try playing through this game in awhile. Oh yeah and the omake mode was pretty nice; better than I thought!
Der Langrisser FX - Haven't played much of it, but seems to be a pretty decent strategy game in with a style mixed between Millitary Madness and Shining Force, which I both enjoy. I'll play more of this game some other time, but if I ever get Farland Story FX, I'll probably be playing that one more since it's more linear. (The PC-98 ones are great)
Last Imperial Prince - Ahh, this game is excellent! I love platform RPGs, but this one is a little different. It's not so platformer-ish when it comes to the battles; instead the battles are kind of turn-based in a way but still play like a platformer. Also the graphics are very nice with tons of color and awesome parallax. I love it, and I can seem to understand the story well even without speaking a lick of Japanese-a!