Atlantis no Nazo - World of insane mystery from sunsoft. only a genius could make this.
Faxanadu - by Hudson soft. Gorgeous art, weird standoffish NPCs, serviceable combat.
Xexyz - Another hudsonsoft, cool art fun dialogue and just BIZARRE level structure. at least play the first "world" to understand what the deal is.
Kick Master - Groovy little action platformer, with cool art and music.