There are a fair number of PC-FX games that appear on other platforms, but some of those are best on PC-FX. And a good percentage of the library is exclusive. Yeah, the "Big Three", Zenki, Zeroigar, and Chip-chan Kick, are all exclusive. The FMV fighting games are exclusive because, well, they probably couldn't even work on the competitor's systems. No system of the time was better with FMV. I mean, just look and listen to the Battle Heat intro (and YouTube doesn't even do it justice):

http://www.youtube.com/watch?v=3pq4TSNPuJw

There are plenty of other good exclusives, but I'll be here all day if I try to list and describe everything. :P

Man, this topic reminds me that I need to get off my butt and sell my spare PC-FX and dupe games.