The Cave games are the best of the best, IMO, but there are plenty of others to keep you busy.
The Psikyo Shooting Collections are pretty good. Volume 1 is Strikers 1945 1 and 2- the second one in particular is easy to find on other hardware in cheaper ports, so that one might not be too exciting, but it's still a pair of good games if you don't have either one on anything else. Volume 2 is the must-have, IMO- Sengoku Ace and Sengoku Blade are on it. Ace is an okay-ish vert, and Blade is an EXCELLENT hori. The character designs are pretty cool and the level design is very, very well-done. Volume 3 is Sol Divide and Dragon Blaze. SD is weird. Digitized graphics are a little odd, and the mechanics are pretty unique, too. Not great. Dragon Blaze, though, makes it worth owning. DB follows most of Psikyo's usual standards, but adds a few cool wrinkles.
The Psyvariars are cool. Psyvariar 2 Ultimate Final is a port of the Dreamcast original with training-type challenge levels. Psyvariar Revision and Psyvariar Medium Unit are also good, and cheaper, too.
Shienryu is really solid and it's very cheap- Simple Vol. 37 ("The Shooting Double Shienryu," or something like that) is $25 new from Play-Asia. Bought it at Takumaji's repeated recommendation, and it's really good.
Cho-Aniki must be played, even though it's not the greatest shmup in the world. I don't play my copy too much, but I would never sell it, mainly because it's actually a solid enough game and I love to break it out for my friends who don't think there's such a thing as a game where almost all the characters are hal-naked gay men who shoot cod-piece weapons at each other...
There are others, too, that I can't think of, but that's a good portion of the import shooters on my shelf.
