Well, let's see.

Mega Man was pretty innovative for its time; there were no other games at the time where you could take the boss' weapons, at least not that I know of. This mechanic was well done and made the gameplay deep.

Street Fighter was the first game to use the standard fireball/dragon punch/spinning piledriver commands, and they worked well. They paved the way for other fighters to use the motions in their games.

Sweet Home was probably the first survival horror title that ever came out, but it never came out here, so Alone in the Dark was regarded as the first survival horror game. SH played sorta like the Resident Evils of today, what with the puzzles and all.

I'd also have to agree with whoever said that Sega's games are almost always innovative in some way.