Terminator for Sega CD is awesome, it's got the real CD quality Terminator theme song and you can pop it into a CD player in your car and listen to it, also has some grainy cut scenes from the first movie, solid 16 bit action game even without the music and videos too.
Road Rash CD is fun
Snatcher, Rise Of The Dragon as previously mentioned.
Mortal Kombat CD is got to be the best version ever released for home consoles, has the music and voices from the arcade game, blood is automatically unlocked and to me feels way more like the arcade game than any other home version.
Eye Of The Beholder is cool
Eternal Champions Challenge From The Dark Side is pretty gnarly
Road Avenger is a trip
Also Final Fight for the Sega CD is pretty awesome
The coolest thing about Sega CD is it's super easy to download and burn all these games to a CD-R and play them on the console without any modifications or anything.
I want a "Tower Of Doom" mini, the full Genesis+Sega CD+32X like a mini version of this with HDMI hookups and authentic six button controllers:
Throw in the standard Genesis games, those Sega CD games, and some 32X games like Doom, Space Harrier, Afterburner, Virtua Fighter, Shadow Squadron, Knuckles Chaotix, MK II, and we will be in business! That's a mini-throwback I'd buy, shit I'd preorder it.