Ouch!
I don't remember the Saturn well enough to comment on that one, I only played it in shops when the system first came out and most of them only had Sonic R on their machines so it was hard to tell if the D-Pad was bad or it was just the game:)
The biggest problem is that on a lot of modern shooters the D-Pad is used to issue squad commands, I am sick of things going wrong because modern D-Pads are so wonky that when I press down the system reads it as up. It's really bad with the classic controller on the Wii, dying in SMB3 because the D-Pad isn't as good as the ones on the older systems is just a pain and one of the reasons I stopped using the the VC and go to the trouble of hooking the older systems up to my Tv when I want to play games on them.