Nemesis III rocks
game I dig from a nostalgic POV is Nemesis III. By that I don't mean the shitty Gradius III game, but the original MSX game. Apart from being an awesome shooter, this game had a storyline and some RPG elements in there! You could dive into enemy pits that you cleared to see if it was holding a special weapon or something. And by special I mean BFBeams of destruction! You also had to find a gun that had only one shot and with it you had to clear the final stage...I'm in tears here man!!
Did this one in ONE sitting after a year of practise or so...
Special Mention;
-pretty much ALL the PC Engine shooters
-Ikuraga
-R-Type Delta and R-Type Delta (those were fun!)
-Definitely Salamander for its insane difficulty and Gradius V on PS2, try finishing those on 1credit. NFWay!