If we're talking arcade-style scrolling shooters... *deep breath*

- Project Touhou (especially Perfect Cherry Blossom, Mystic Square, Mountain of Faith, Subterranean Animism, and the new Undefined Fantastic Object)
- Mushihimesama
- ESPGaluda
- DoDonPachi Dai-Ou-Jou Death Label
- Radirgy
- Gunbird 2
- Karous
- Twinkle Star Sprites
- Shikigami no Shiro 3

Just to name a few.

As for FPS games, I play Halo 3 and Call of Duty 4/World at War occasionally.