VO is a lot more fun with Twinsticks, but honestly after playing VOOT on DC the Saturn game is pretty friggn boring. Once you get used to air dashing...its hard to go back, IMO. So, if you have a DC and VOOT then by all means get the Twin Sticks and the adaptor that lets you use them on DC. If you don't care about DC, then skip it.
Saturn Bomberman is the bees knees. Respect!
I don't see Guardian Heroes on your list. I'm sure that thanks to eBay the US version is probably twice as expensive as the JP one so get the JP one. I paid $15 for mine, but that was a long-ass time ago.
Almost all of the CPS2 based Capcom games are cheap as hell now (as imports). I particularly like Vampire Savior, Puzzle Fighter, Marvel Super Heroes Versus Street Fighter, and Street Fighter Zero 2, but they are all great.
Regarding Magical Drop: 3 is gorgeous, 1 is ugly as sin.
If you don't already have Puyo Puyo Tsu for 9 different systems like I do, pick it up on Saturn. Its possibly the cheapest version, plus it has the cool/dorky music video.
Shooters: Thunder Force V and Galaxy Force II. I don't think these are probably all that expensive.
If you can hack playing simple strategy games in Japanese: Yuna 3, and Sakura Wars 1/2.
If you can play complex Japanese RPGs, Tengai Makyo: The Apocalypse IV.
If you don't have a Neo Geo: KOF 95-97, SamShow IV, Waku Waku 7.
BTW, pay someone to install a switch mod. PAR carts are unreliable junk.
I'm pretty sure the Game Shark lets you play imports, I can't remember. It doesn't have any RAM expansion though so eventually you will want to get something better.