What imports do you really recommend? For the Saturn, I'm a bit biased towards shmups, so my list is mostly those and beat em ups, but here's what's tops on my list (all of these are Jp imports):

Tenchi Wo Kurau 2 (Warriors of Fate, Dynasty Wars 2): Awesome Capcom beat em up....kinda like Dynasty Warriors 2 but in sprites! Very fun, very frantic....great stuff!

Soukyugurentai (Terra Diver): Otherwise known as the game no one can pronounce, Soukyugurentai is an unbelievable vertical shmup! Fast, well designed, and requiring thought as well as twitch reflexes, this one has it all if you dig shmups! Neat targeting system too, kinda like that weird gun in Thunderforce V!

Guardian Force: Little known tank shmup for the Saturn. Great weapons, good pacing, and it's cool to drive fast tanks, not to mention the giant death yoyo weapon! Good stuff, and not too spendy.

Donpachi : Ancestor to the FAR more well known Dodonpachi, this is afun little mindless vertical shmup. It's fast, it's ALL in English, and it has some great voiceovers!

Dungeons & Dragons Collection: It's Tower of Doom for the CPS2 on one disc, and Shadows Over Mystaria for CPS2 on the other! It's the same as in the arcade, but unfortunately, not in English! So you dont' get the great cheesy story, and it's hard to tell what magic you're selecting, but it's the ONLY console port of the arcade game. The load times are minimal, but are between every section. We're talking 2-3 seconds at the most really, so it's not bad, but it does distract a tiny bit. Some people hate that, some don't. It's not cheap, but it's classic Capcom beat em up fun!

Puyo Puyo Sun: Compile puzzling at it's best. One of my favorite incarnations of Puyo Puyo, it has different powers for each character you select! Very cool!

Twinkle Star Sprites: 2 player puzzler that's also a shmup. Very strange, but you basically shoot enemies to send shots at your opponent, even dropping bosses at him/her with combos! Great game, but kinda spendy. The Saturn version has the most extras of any version.