Oh now this is a powerful question. In terms of official stuff, Scarlet Weather Rhapsody is my favorite. Its story mode just feels like a humongous step up from Immaterial and Missing Power's, with its actual narrative flow instead of every campaign just being an alternate ending. And I find the character of Tenshi Hinanawi compelling as hell, somebody who's so bored and lonely and lacking in understanding of the value of mortal beings that she threatened to do a little calamity to get friends. And then she didn't get friends, oops..... An oni did move in next to her, though, so that must've been nice (and lately Tenshi's character with Shion has just been.... amazing.....) Also its gameplay is a lot better than IaMP holy crap.
Future fighting games aren't for me, personally, but they seem neat in a lot of ways. And in terms of the shmups... I haven't played much of them at all, but, based on my present level of experience, I think Double Dealing Character's my favorite, just because, again, I really like the antagonists in it, pff... A couple of underdogs, one a complete bastard and one a lil lady who was lied to, y'know.
In terms of FAN GAMES....... There's a really well-made Pokemon game called Touhou Puppet Dance Performance that's basically Gen V mechanics in a Touhou-themed game, +no HMs and +a pretty cool "style" system where, instead of evolving, you choose between different styles that each have their own learnsets and stats and abilities, like Suika's Extra being Water/Fire type with a lot of weird and funny status shenanigans, but her Power style is Fire/Ground, if I recall, and also CHANGES HER SPRITE TO BE GIANT. IT'S GREAT. I LOVE THAT GAME. I DON'T KNOW HOW THE WRITING IS BECAUSE I PLAYED IT IN FULL JAPANESE SO IF THE WRITING'S BAD THEN PLEASE DON'T BLAME ME. (ALSO POWER STYLE SUIKA HAS TRUANT WHICH I LOVE BUT IT MAKES HER KINDA BAD)
I don't play many fan games though so my only other reccos are Mystia Lorelei's Izakaya (I personally have some qualms with its writing and its main "special customer" mechanic, but it is a... very relaxing and delightful-looking game. A very good restaurant sim if you just want comfy vibes with a Touhou aesthetic) and Touhou Library Survivors. I'm sure we all know about Touhou Library Survivors though. Love that game.
Lastly there's a Suika fangame that's been in development hell but may finally be getting some updates soon called Gensokyo Night Festival, and, while I haven't played it yet (I wanna play it when it's finished!!!) its aesthetic is undoubtedly amazing and its gameplay seems fun as hell as well. Also you play as Suika, and Ibuki Suika, the Free-spirited Old-timer, is a perfect character.
Anyway read Sobering of Lotus Eaters it's an official manga about a memory-deleting youkai becoming friends with Suika. There's no explicit yuri but it's yuri to me.