I'm a big Saturn fan, lots of great stuff. As is typical with the last few Sega systems, it was great for arcade ports.
The Capcom fighters were always better on the Saturn than on the PlayStation, with bigger characters and features much closer to the arcade originals. Plus, with the addition of the RAM cart for some games, the games approached arcade-perfect (even though the RAM carts were pretty much only an import item, many US versions of the games, such as Marvel Super Heroes and Night Warriors, still supported it and would give you full arcade animations when in use).
And of course, the Saturn hosted a huge range of Japanese arcade shmups. Although some people feel Radiant Silvergun is overrated, IMO it deserves all the accolades it gets because it's fun, lengthy, and just an overall crazy experience. (Luckily I was smart enough to buy it when it came out, so I only paid $60 for it and not the inflated three-digit prices it's going for now!)
Saturn had some conceptually innovative games going for it too, like NiGHTS, Burning Rangers, and Panzer Dragoon Saga.
The unfortunate thing for Saturn fans now is that it's so hard to find any good US titles in the used shops -- everywhere I go has a few dozen sports games and a bunch of leftover Virtua Fighters or Daytona USAs and that's about it -- and you'll still pay $40 or so on ebay for a US release of Burning Rangers or Legend of Oasis (which happen to be two that I need, in case anyone's got some to get rid of).
Anyways, yeah, I'm a Saturn fan for sure, and I think it's kinda cool that many Sega consoles like the Saturn and Dreamcast inspire pretty fierce loyalty among their fans...so to paraphrase the Red Stripe beer commercials, Hooray Saturn! =D