>>3785366>Cont Lunar Eternal Blue: original Sega CD US release
I figure there's not much point mentioning RPGs here like Etrian as everyone is probably familiar with them. Lunar 2 has had several re-makes and releases though and I somewhat controversially think the original US release is the best of them all. For starters, the Saturn/PS1 remake is terrible in too many ways compared to the original to go into here so the Sega CD version is always the go-to. But the US release also has a fairly significant difficulty hike over the Japanese original which I think makes the game far better. It's one of the few RPGs that hits perfect difficulty in my books which is that by exploring each area or dungeon you come to fully, but not stopping to grind, the boss at the end will be very difficult and drain most of your resources but you will win by the skin of your teeth. From start to finish it's a consistent challenge but always a possible one.
Puyo Puyo / Puyo vs Tetris
Regular Puyo Puyo is my favorite puzzler there is. Not much to talk about or recommend, if you like the genre you've probably played it and have your own opinion. Tetris vs Puyo is great fun but I think it works better as a party game than a solid single player experience
Honorable mentions I don't have time to elaborate on
Gaiares - Genesis shmup
Ranger-X - Genesis action game
Beyond Oasis - Genesis action adventure, like a mix between Zelda and a Beat 'em Up.
Zone of Enders The Fist of Mars - GBA strategy RPG with cool combat mechanic
Metal Gear Solid Ghost Babel - GBC game, awesome mix of MG1/2 and MGS
Ghost in the Shell - PS1 action game
Comix Zone - Fantastic Genesis action game