Vigilante
Commando
Gauntlet
Cadillacs and Dinosaurs
Metal Slug series
Bubble Bobble
Double Dragon-okay, so you can go through the game using one move, but it gets under your skin something terrible
Final Fight
Street Fighter II
Rolling Thunder
Keeping MAME up-to date is a pain in the butt.
Oh and avoid the .chd's they eat hard drive space big time.