PC Engine is my favourite "retro" console, FULL STOP.
Most of the games I have for it are great - a few exceptions when I was experimenting with trying RPGs but my lack of Japanese means I don't know what to do.
My favourite genre of game is shooters so the PC Engine is perfect for me. Of the many PC Engine games I own here are a few of my more recent and past memories:
Castlevania
It was my first "expensive" retro game that I bought - hmmmm - about 4 years ago.
Awesome game - easily one of the best Castlevania games. So many things to do. Secrets everywhere including another playable character.
New Adventure Island
This is a really nice Wonderboy type game. It's also available on Nintendo Wii Virtual console. I played this a bit lately though haven't been back to it for a while.
Kaze Kiri
Ninja action! Well it's not that much action. Reminds me a little of Megadrive Shinobi - though it's not. I kind of like Shinobi better - but it's worth having a look at.
Pomping World
Basically Pang on the PC Engine. My wife and I play this a lot.
Bomberman '93
My wife and I *used* to play drunken Bomberman. The winner has to drink. Great game though and really good with 4+ people. Won't be as much fun emulated.
Son Son II
One of my first PC Engine games. I like the graphics and like the gameplay. Nice platformer.
Kung-Fu, The
The first PC Engine game I saw in the old C&VG magazine. WOW! Look at the size of the sprites! Despite being utterly simple to play and fairly poorly animated graphics it's quite addictive.
Super Star Soldier & Gunhed
I've lumped these together as they represent the games I've played the most on my PC Engine. I love these shooters! Great difficulty which ramps up nicely. Graphics are awesome as is the sound and music. All those lovely sprites and super game-play with nice selectable weapon upgrades. There are others to this series: Final Solider and Soldier Blade. They are all great though the first two are my sentimental favourites.
World Jockey
Horse Racing! And it's fun! Another great party game where 5 players can race against each other, make bets and just have fun.
Cho Aniki & Aniki
Translated I think the title is "Big Brother Love".
Right, so it's a pretty dubious little number but technically it's such a nice game otherwise.
1941 and Daimakimura
I don't actually own these but have played them on Magic Engine for my Mac. WOW. These are awesome arcade conversions considering the PC Engines . 1941 is brilliant and so is Daimakimura (which is actually Ghouls and Ghosts).
I'd love to add these to my collection but it means getting the Super Grafx console to play them.
I'm hoping that any future GP2X PC Engine emulators will include Super Grafx support