ah… I love Sega Master System! I'll post some of my favorites that are worth looking into… of note, I'll keep it to USA games as I only have a few imports and played very few…

Quartet
Global Defense
The Ninja
Enduro Racer
Wonder Boy series
Zillion and Tri-Formation
Alex Kidd series (except High Tech World)
Alien Syndrome
Golvellius
Power Strike
Rastan
R-Type (has a special stage exclusive to SMS)
Time Soldiers

and SMS has great gun games… very unique!
Rescue Mission
Gangster Town
Wanted
Missile Defense 3-D (requires 3D glasses AND light phaser!)