Cool thread, a lot of games I need to go and try from what I've read here. Of what I've played, my top 5 are:
1 - Nexzr
This game is very difficult for me, but from the setup/story, the soundtrack, the control, and the graphics (that opening stage is incredible), this game hits all the right notes for me and makes me want to keep going back to practice so that I can eventually beat it.
2 - GG Aleste 3
The Aleste Collection on Switch is fantastic which I expected from an M2 Shottriggers release, but much like Nexzr, this game just has 'it'.
3 - Chō Jikū Yōsai Macross: Scrambled Valkyrie
I seriously haven't made it past the 3rd stage yet, but I love this even though it kicks my ass. Probably something to do with taking a hit resulting in a power down as opposed to getting destroyed, making it feel forgiving.
4 - Lightening Force
Hard, crazy, gorgeous, and one of the greatest OSTs in a shooter afaic.
5 - Soldier Blade
A shooter that strikes a great difficulty balance and feels tight in every respect. I can actually beat this one and come back to it time and again.