I finished Sonic CD in about an hour and thought "That was it?". Good game, but it's probably my least favorite of the 16-bit Sonics. :/
Eternal Champions is apparently really good, but I've never played it.
Keio: Flying Squadron is a pretty good side-shooter, although it has a lot of '^___^' shit going on. Also the fact that it's the rarest Sega CD game out there might ruin your chances of finding it.
Panic!. After reading
this review anyways.