Finally got a Saturn

[Brickadier General]

I'm going to narrow this down to five of my ultimate favorite games:
Saturn Bomberman
NiGHTs into Dreams
Guardian Heroes
Shining Force III
Panzer Dragoon Zwei (Sure, everybody rants about Saga. I like that too, but I think this has more replay value).

And seeing as how you have something Metal Slug related in you sig, I'm happy to tell you that you can get the JP import of Metal Slug. You will need the 4 in 1 cart, both to play it on your U.S. Saturn and also because the cart has the 4 meg backup ram you need to play it on any Saturn.

And one thing you will notice about these titles is that they don't come very cheap, as is the case with most of the best games in the Saturn's library. Definitely not a poor man's console (anymore, that is. heh).

[16-bit]

If you like RPGs, Far East Of Eden: The Fourth Apocalypse is a rally cheap and great import to pick up. Even though the game is in Japanese, there's a nice guide on Gamefaqs that helps a lot to understand what's going on and what to do.

[Duane Dibbley]

I'm going to narrow this down to five of my ultimate favorite games:
Saturn Bomberman
NiGHTs into Dreams
Guardian Heroes
Shining Force III
Panzer Dragoon Zwei (Sure, everybody rants about Saga. I like that too, but I think this has more replay value).

Wow, you have almost my exact same top games list! My order would go more like this though:
Panzer Dragoon Zwei (great game to use the 3D controller with)
Guardian Heroes
NiGHTS
Saturn Bomberman
Shining Force III (only last because I've barely played it, though I do love the other SF games)

I also recommend:
Panzer Dragoon Saga
Dragon Force (and anything else Working Designs did, assuming you like their humor)
Fighters Megamix
Panzer Dragoon (if you like Zwei)
Fighting Vipers
Sega Rally

Finally, I have these games for sale (although it appears you already have Virtua Fighter 2):
Dark Savior (photos: 1, 2) - $16
Fighting Vipers (photos: 1, 2) - $10
Sega Rally Championship (photo) - $14
Tomb Raider (photo) - $6
Virtua Fighter 2 (photos: 1, 2) - $5