I appreciated the Sega CD for its shooters, Snatcher, and Lunar games (although Lunar 2 Eternal Blue had deplorable loading time between fights, I played about maybe 2 hours of it before I quit).
Here's my game list:
Android Assault: Halfway decent shooter, great early 90's rock
Batman Returns: Game blows, I own it only for the music.
Battlecorps: It was cool for a while but it is very hard, and the graphics just really sucked.
Bram Stoker's Dracula: The only FMV game besides Silpheed I liked, and that's only for its music. Gotta love that 2nd level gothic tunes!
Final Fight CD: The best port of FF i've ever played. I'll have to say, Sega made the best ports of capcom games from Forgotten worlds, to Mercs, to this game.
4-in-1 CD Packin: I played the 'voice-enhanced' versions of SOR, Golden Axe, and Shinobi tons of times. Too bad Sega regularly knows how to fuck up, and only give us 1 player on Golden Axe.
Lords of Thunder: Rocks the fucking house. One of the best shooters on Sega's 16bit platform.
Robo Aleste: Great shooter engine, all you expect from the OLD Compile ltd. Too bad the techno/disco while being technically good music, really blows compared to the speedmetal present in its prequel, MUSHA. Shooters + Speed Metal = Shoot your load goodness!
Sherlock Holmes: ... zzz oh wait, is it my turn?
Silpheed: Yea yea, Sega fuckin lied that this was all polygon goodness compared to starfox... its still not bad for a FMV shooter.
Snatcher: Arguably the best game on Sega CD ever. The story, drama, and creativity set this game apart. I will NEVER sell my copy, heh heh heh...
Soulstar: I'm proud to say I finished this game once. Fuckin hard ass game too, and way too long not to have a save feature. But i was such an astronomy buff back in the day, and this game and its soundtrack fit the bill.
Stellar Fire: I own this game only because the 80's music is still catchy.
Time Gal: FMV cartoon game... but its cute.
The Terminator: More great music, and kinda fun to play on a lonely dark night.
Thunderstrike: More 2.9999 D goodness. Great fun at the time.