Shinobi III: Before I got the collection, the only Shinobi I had ever played was a PS2 demo and NES emulated ROM. The moment I booted this game up I could tell it was going to be good stuff. I think it most has to do with it moving so fast, and the graphics still look pretty good. The enemies are varied, and even though I save stated my way through the game last night it was still a challenging but not overly difficult, fun adventure. It reminded me of Ninja Gaiden II(X360) a lot, and I wonder if the developers looked to Shinobi for inspiration, cause it has aged a lot better than the Ninja Gaiden NES games.
Sonic 1-3, Knuckles: I haven't played them in depth on my collection, but I've played them in depth before, and these really do stand the test of time. Classic platformers, though someday I might want to track down my own copy of the actual cartridges of Sonic 3 and Sonic and Knuckles cause that's the only true way to experience those games.
Mario 1-3, World: I'm not including World 2 on here cause I haven't played it for a LONG, LONG time, but those first four, they really are something. Specially World, cause it was the Mario game I truly grew up with. Definitely some classic platformers, with better replayability than Sonic in my opinion.
Metal Gear 2: Solid Snake(MSX): Barring a couple odd puzzles(smoking a ciggarette before using the hanglider, and the tap code that wasn't in the MGS 3 manual

Metal Gear Solid(PS1): Ahh now this is a classic game. The graphics haven't aged that well, but it's still a pretty fun game with some great voice acting and a good storyline. Nice varied boss encounters too.
Goldeneye 007(N64): I have never cared for Bond movies, tried a few times but I always end up falling asleep halfway in. But this game is just plain fun. Good assortment of weapons, somewhat destructible enviroments, plenty of enemies, good cheat codes, and missions that are straightforward and brighly lit(unlike Perfect Dark N64).
Cybernator(Super NES): Picked this up for $3 at a used game store, and it's just a fun side scrolling mech shooter. Pretty neat storyline, but the gameplay and graphics make it shine. Upgradeable weapons and having a lifebar bring the frustration factor of old shooters down to challenging.