Panzer Dragoon
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OMFG, this game is GOD! O_O
Seriously, although I used to play the Zwei demo when i was a kid, I only really got into these games recently, when I beat the first one, got halfway through Zwei and beat Orta on the Xbox. This series is so surreal, there's nothing like it ou there. Sega knew their shit, and this proves it. Techically and gameplay-wise this game rocks, but for me what really sets it apart is really that, the ambience, the mood it puts you in. A mandatory experience for any gamer.
Alien Trilogy/Exhumed
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I decided to put these two together to keep the post shorter. Definitely my favourite FPSs on the Saturn, they both excell at what they do. They're easy do play (but somewhat difficult to master), addictive and engaging. Oh, and they got nice graphics too, and don't give you headaches like most old-school FPSs do when played nowadays. To sum it up, they're what a good 32-bit FPS should be. Individual kudos to Alien, for being fucking scary at times, and to Exhumed, for making an excellent use of the egyptian theme (and for ripping off the name of Iron Maiden's album in the US release).
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Keio Flying Squadron 2
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Best. Saturn. 2D platformer. Forget about Rayman. Yeah, that one's cute, but this is the real deal. You take control of a cute girl dressed like a playmate (no shit) and beat up racoons with a hammer (again, I shit you not!). This game is awesome! No, not just because of those features, they're just bonuses. What matters is that the gameplay is spot-on, the control is tight, the graphics make full use of the Saturn's awesome 2D capabilities and there's even some variety to the gameplay, with horizontal shmup stages that resemble the first game. If you like platformers you absolutely got to play this game.
Loaded
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Mindless, brutal fun. An overhead action game where you control some pretty bizarre characters and just shoot everything that moves. It's pretty gory, but in the Mortal Mombat kind of violence, in that it doesn't take itself too seriously, which just adds to the fun. Perfect for those moments when you just wanna kill everything in sight without thinking too much. Also, the music's pretty good too.
(watch the intro, it's pretty cool)
Firestorm Thunderhawk 2
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I played this one not too long ago, and it was a damn good surprise, because I didn't really knew what to expect and it turned out as a pretty good action game. Yes, you control a helicopter, but this is no simulation, just pure action. The chopper's really easy to control, the gameplay is strangely addictive, the graphics are rather nice for a game that has to show a lot of things on screeen at the same time, and there's a lot of variety to the missions, both when it comes to scenery and objectives. Overall a pretty good game that should appeal to every action game fan. Not to mention not every game out there let's you unleash a firestorm on your enemies from above.