When people talk about the Saturn, the discussion always turns to importing. Sure, many of the best games are import-only, but the selection of US released titles is more than decent. Here are some of the awesome US-released titles in my collection- in all cases the Saturn version is either exclusive or better than the competing version(s):

Nights
Shining Force III
Panzer Dragon Zwei
Street Fighter Alpha 2
Guardian Heroes
Shining the Holy Ark
Mega Man 8
Digital Pinball : Last Gladiators
Saturn Bomberman
Sega Rally Championship
Virtua Fighter 2