In no order:
M.U.S.H.A/Musha Aleste: The ability to change the behavior of the extra ships/drones on the fly to suit the situation made this shooter feel more engaging than other shooters that I had played at the time. The awesome music, anime-style presentation, and japanese mech aesthetics also really stood out to me as a kid.
Lightening Force/Thunder Force IV: The fantastic soundtrack and graphics that I had previously thought impossible on the genesis as a kid, made sure that this game remained a memorable one for me growing up. This game remained one of my go-to favorites for shooters for a long time. Aside from the ability to switch weapons on the fly, having the ability to manually adjust your ships speed to suit the situation or your preferred play-style made the increased difficulty of the latter levels feel a bit more fair the longer I played.
Sonic Wings 3/Aero Fighters 3: Having multiple ships to choose from with different play-styles made this series feel like it had a ton of replay value no matter how long I played. The series featured a soundtrack that I enjoyed (the drum & bass from Sonic Wings 3 really stood out for me) and the dialog had an offbeat humor that made it feel unique among other shooters I was playing at the time. The 2nd loop here is absolutely brutal and means that there is always more for me to learn in this game.
Sengoku Blade/Tengai: In what felt like an expansion on the multiple playable character concept from Sonic Wings/Aero Fighters (which made sense once I learned that Psikyo was comprised of former Sonic Wings 1 devs), this game made each playable character feel even more unique and ensured that there was more for me to learn aside from aiming for the 1cc. This game blew me away with it's music, style and the multiple character endings. The game also featured hilarious dialog and character interactions that appealed to me the same way the Sonic Wings humor did. Levels feel shorter here just like the Sonic Wings series, but the random level order (stages 1-4) and random mid-boss fights helped ensure that I never tired of the stages. This one also features a 2nd loop with bullet speeds and tracking retaliatory shots that will provide much to learn even after you've 1cc'ed the initial game.
Pulstar: I loved the R-Type games when I was younger and this game felt like a cousin to those games. The "option" in this game felt like a simplified version of the "force" option from the R-Type series, but the lack of being able to freely control the option like in those games made this title feel twice as hard since I couldn't rely on the tactics I was utilizing in the R-Type series. The game featured the same paced scrolling and need for memorizing that I had come to love from R-Type, but also featured enemy patterns and bullet spreads that felt absolutely unforgiving. In R-Type, losing your power ups didn't seem to outright ruin a run like it does in Pulstar. Many prefer Blazing Star to Pulstar, and although I love Blazing Star as well, Pulstar's increased challenge keeps me coming back again and again.
Zed Blade/Operation Ragnarok: What can I say, I love shooters that feature multiple playable characters and great music lol