I was a nintendo fanboy, so I've sticked to the SNES, I didn't even know there was a contra for sega genesis until a few years ago when I started to play a lot of genesis games thanks to kegafusion. Ihave to say contra III was my favourite 16 bit contra until I found Hard Corps. 

Hard Corps is much faster, crazier and loud... It's probably my favourite contra (although I haven't played contra rebirth or contra 4 yet) 

Mario World

StarFox

Killer Instinct

Donkey Kong (all 3)

Man theres so much good games on that system, this is a very hard question.

What about Soujirou Seta from Samurai X

I would go with the classic Symphony of the Night (and after playing, if you like it, try Castlevania 4 on the SNES)

Games I still play after all these years

Swat 3 - PC

Ninja Gaiden 1, 2 and 3 - NES

Wave Race 64

Wave Race - N64
Cruisin USA - N64
Ninja gaiden 1 - NES
Little Nemo dream master - NES
StarFox 64