The doujin Touhou can be pretty fun (PC, except for the first 5 titles which are on the Japanese PC-98). Most of these games have been fan-translated if you want to follow the dialogue.
Back on the arcade side of things there's Under Defeat for the Naomi (or Dreamcast) from G.rev. If you don't want to pay an arm and two legs, it's about to get a re-release on the PS3/Xbox 360 next month.
Holy Hell! I used to rock Plutos all the time, but it was on the Atari ST. Haha I used to play it so much! DON'T LET THE EYES SEE!! Kinda weird I never had it on the Amiga since I also had 500 and a 1200.
Any Raiden or Raiden Fighters, Dimahoo, DDP, DDP DOJ, DDP DFK, Battle Garegga, Soukygurentai, any Aero Fighters, Batsugun, Air Gallet, any Strikers iterations, V-V, Akai Katana, SWS, X-Multiply, Zero Gunner 2, Under Defeat, Zanac, Layer Section 1&2, Gunbird 1&2,
Gekirindan, any Gradius. I think that's it for now.
I've not really had a lot of time with Ketsui, but from what I played; I definitely liked. It forces you to play like a madman; very aggressively and cutthroat.