I guess you meant for Turbo Express/PCEngine GT to stay on topic :P (else you should have posted in all about shooters).
My favourites are coryoon, parodius, soldier blade, hana taka dakka, magical chase, RType Complete (at least part 1), Air Zonk, Rabio Lepus Special, TwinBee, Darius g
(i have not listed cds but on cd there would be spriggan mark 2, star parodia, RType Complete CD instead of the part1 cart).
there are much more but i don t have the name at my fingertips
If i had to pick only one, i d choose coryoon