Mega Man Battle Network 3 was already mentioned.

Pulseman - a Megadrive game that never came out in the US as a purchasable game (it was on the Sega Channel for a while though) until it ended up on the Wii's VC. It's kind of similar to Mega Man, but the main character can turn into a ball of electricity and bounce all around the stages. Game Freak, the company behind Pokemon, made this, and even made references to the game in Pokemon with Pikachu's Volt Tackle (which is pretty much exactly like Voltekker in Pulseman, and even shares the same name in Japanese with that move) and with the Pokemon Bisharp, who looks a lot like Pulseman.

Final Fight Streetwise - this PS2 game got torn apart by critics because of the crappy graphics and the overflow of "ghetto-ness." But it's actually a very solid and fun game, once you start learning moves from Haggar. The combat is top-notch. It also makes some cool references to older Final Fight games and even the Resident Evil games.

Urban Reign - another PS2 game that got torn apart by critics. It's an arena-based fighting game with tons of moves. The thing is, almost all these moves are done with one button. There is a counter button as well, which can be used on pretty much every move and throw in the game, adding depth to the combat. This game didn't sell near as well as Namco wanted, and as proof, notice how they never made a sequel to it. Namco had talked about making this into a series, but the first game barely got any drops in the bucket.

Shadow of Rome - One of Capcom's best games on PS2, and sadly one of the most overlooked. You play as a guy named Agrippa, who fights through a series of very violent gladiator matches. The point of the game is to rack up points by brutally dismembering enemies. You're given weapons such as giant halberds and maces to bludgeon them with. There are also some really well-done stealth missions in the game, which was the main complaint in the reviews (I guess most felt they took away from the action, but I disagree). There are also chariot races and a lot of the arenas have traps as well.

Any of the Power Instinct games - All these games were overlooked, because they were thought to be SF2 clones. Well, the first game WAS an SF2 clone, but starting with the second game, it got its own identity.

Henry Hatsworth - I remembered thinking that this was a dumb idea for a game. A puzzle and platforming game in one? How asinine is that? I finally tried it and it's really fun. It's hard to explain how it works, you have to look it up on Youtube. It's for DS.

Monster Tale - A DS game. This game has you playing as a little girl named Ellie, who finds a monster named Chomp. It plays a lot like the Metroid games in terms of roaming around, but there are numerous powerups that both can get that make the game more interesting to play. The graphics are very cute and vibrant as well.

That's it for now; I'm too lazy to continue typing right now.