One of my absolute favorites is a quirky strategy game named Lord Monarch. I found it on the Nihon Falcom website way back in the mid 90s when I was first starting to use the internet: Lord Monarch

It’s super tiny in modern terms, but I remember waiting a good 20-30 minutes for it to download from a 33.6Kbps modem.

Another huge one for me was a game I actually got a full version of from a Gravis gamepad promo CD named Seek and Destroy. It’s a top down shooter where you can be either a helicopter or a tank: Seek and Destroy

The last one that comes to mind is a giant robot fighting game that also came on that same Gravis CD named One Must Fall: One Must Fall 2097

I second the Sinden. I use it in MAME and it requires some config changes to set it up, but their support documentation on how to get it up and running is spot on. The only real problem game I’ve run across is Terminator 2.