SMS
Rastan
Alien Syndrome
Altered Beast
Quartet
Double Hawk
Hang On
Rastan
Golvilus
Golden Axe
Summer Games
California Games
Rampage
Strider
Paperboy

Genesis
Rockn Roll Racing
Greendog
Thunderfox
Contra Hard Corps
Fighting Masters
The original NHL Hockey or NHL 93 game(I can dream can't I)

Sega CD
Sewer Shark
Tomcat Alley
Ground Zero Texas
Mansion of Hidden Souls
Sonic CD
Eternal Champions - Challenge from the Darkside
Jurrasic Park
Star Wars - Rebel Assault
Road Avenger

I know many of the SMS games have been released on other platforms, but I prefer the SMS versions!