Shining Force 1&2 are great and a must IMO. Haven't played Shining Force 3 (Saturn).
Shining Force Gaiden 1&2 (game gear) got remade into Shining Force CD, which you played.
Shining Force Gaiden 3 remained game gear-only, but there is an excellent translation patch.
There is a Shinig Force 1 Remake on GBA. Heard it's excellent, but I haven't played it.
Other games in the series by the same studio, but not part of the Shining Force line:
- Shining in the Darkness on Genesis (dungeon crawler, the first Shining game)
- Shining the Holy Arc on Saturn (sequel to Shining in the Darkness)
- Shining Wisdom on Saturn: Plays like a 2D Zelda. I remember not liking it.
The studio was bought by Nintendo later and made the Golden Sun series. Personally enjoyed them, but not sure I would recommend them to others though (text-heavy).
Also, highly recommending Vandal Hearts 1&2 on PS1. Great S. RPG's.