Parodius Deluxe Pack is awesome, unlimited replay value.
Detana Twinbee Yahho! Deluxe Pack is pretty cheap and worth picking up alone for Yahho! (which was developed by Parodius Team).
Super Dimension Fortress Macross may have some pretty animated cinemas, but that's about it...not enough action, if you're a Macross fan and see it for cheap you might be interested.
Not only is the Saturn Gunbird uncensored, it also includes 400 something pictures in the Art Gallery...I think.
I like Strikers 1945 more than its sequel; so far, it's my fave Psikyo game on the Saturn.
And Battle Garegga is teh jebus. yes.