My current favorate is Marvel Vs Capcom (mvsc.zip) mainly because a shop down the road has this machine at the mo, and I go and beat all the kids who think they are good at it
DoDoDonPachi (really, there aren't any bad games in this series..)
Strikers1945 Plus (again, whole series == awesome.)
Metal Black (It's almost an homage to the Darius series...)
I would also be remiss in leaving out the games that started my fascination with spending serious amounts of money on video gaming at arcades rather than buying home systems...