I've bought a Saturn recently and started building up my collection: http://i.imgur.com/gPvE5By.jpg Probably you already have everything in there since it's all cheap (but good) stuff. Before I can give you any suggestion: Have any preference for certain genre, do you understand japanese and what Saturn games do you already own? It was decent only because Sega in their infinite madness only gave a spin-off and a Mega Drive port to the Saturn as far as their flagship mascot was concerned.
A few of my favorites: Virtua Fighter 2 Fighting Vipers Dead or Alive Sega Rally Street Fighter Zero 2 Layer Section Space Harrier (SEGA AGES) Fighters Megamix I have the NTSC-J versions of all of those games. I'm thinking about getting Kaitei Daisensou (In the Hunt) for Saturn, although I've heard it's not a perfect conversion. At any rate, it sounds like it's probably the best console version out there, even if it's not perfect.
Saturn Bomberman is my hands down favorite! Others: X-Men vs Street Fighter Metal Slug Street Fighter Zero 3 Super Puzzle Fighter II Turbo (Japanese version is very easy to figure out) Dragon Force (had to stop playing it to maintain some semblance of a life) Thunder Force (can't remember exact title, my favorite shooter in terms of gameplay, gave up due to difficulty) Shining Force (just kidding, not a favorite, just wanted to continue the "Force" theme) Please don't laugh, but for some reason I played Magic Knight Rayearth all the way through. I'm sure I will remember more. I wanted to like Guardian Heroes a lot more, but just couldn't. Never understood why. Heard from a lot of people about Three Dirty Dwarves but never got around to playing it. And why do so many people like Burning Rangers? I hated that game from concept to execution. But, love it or hate it, at least Sega would take risks. I still have my disks for Virtua Fighter 2 and Fighters Megamix. I didn't love those -- I was more of a fan of 2D-animated fighters -- but at least I could understand the appeal. Not so with Burning Rangers!! Okay, I'll leave it alone now...
I have Saturn Bomberman and NiGHTS and World Series Baseball 98 (it came with the system for free), my friend has a lot of games, so I'm gonna give his games a play and see if I like any of them and then go find them to buy as well.
Did you find the controls for Guardian Heroes or Radiant Silvergun different on Xbox 360? Not necessarily better or worse, just different? I definitely did for Radiant Silvergun. Not sure if it's the controller or actual control.
Didnt notice any difference with GH. Never played RS too much on Saturn so I can comment, but on Xbox 360 I got to use my TE arcade stick which was great.
Loved the capcom fighters on the saturn, Marvel Vs Capcom 2, Streetfighter Alpha etc. A golden spell for Capcom I think.
neither the first nor the second came out on Saturn, both were for Dreamcast. though i always prefer Marvel Super Heroes vs Street Fighter over Marvel vs Capcom. plus the saturn controller is much more suited to capcom fighters.