The SMS library's fairly neat, especially if you're open to trying some interestingly downsized and/or rearranged arcade & Genesis ports. Some worthy SMS games, in my opinion, include the likes of:

Alex Kidd in Miracle World
Bubble Bobble (no NA release, regrettably)
Cloud Master
Gain Ground
Gauntlet
Ninja Gaiden (Euro exclusive)
The Ninja
Ghouls 'n Ghosts
Master of Darkness (Euro exclusive)
Quartet
Rampage
Zillion