Not the best looking game now, but I remember when Tony Hawk's Pro Skater was first being shown for the GBA. It looked incredible at the time.

A lot of great games already mentioned. Here's a few that I really like:

Dragon Force

Virtua Fighter 2

Daytona USA (Yeah, the graphics are terrible, but it plays great).

Astal (one of the first games released. Has an amazing art style).

Virtua Cop 1/2 (Still some of the best rail shooters).

I think I beat Strider for the Genesis in an hour or so on the first playthrough. It made me sad.

1. Final Fight

2. Strider

3. Street Fighter II

4. Dungeons & Dragons: Tower of Doom (this needs to come out on XBL/PSN)

5. Resident Evil: Code Veronica