NES:

Bionic Commando

Ice Climber

Deja Vu, Uninvited, and Shadowgate (in that order) if you like Point and Click RPGs.

Adventures of Lolo

Mappy Land

Narc

Balloon Fight ftw!

River City Ransom

Snow Bros. kicks ass like Bubble Bobble, which you should also try

Adventure Island

Any of the Teenage Mutant Ninja Turtles games. :P

SNES:

Seiken Densetsu 3 if you're emulating. It's the best Mana game.

Indiana Jones Trilogy (and I'm not just saying that, I mean it)

Gundam Wing: Endless Duel if you wanna play a good Japanese fighter

Super Mario RPG

Street Fighter 2 whatever

Pocky and Rocky 1 and 2

Uhm... that's all I can think of (that isn't obvious) at the moment.