My old favorite is Sunset Riders.

I recently have loved playing Virtual On: Oratorio Tangram.

And I always have a soft spot for classics, like Pacman, Donkey Kong and Bubble Bobble. I wish there was a Bust A Move in my area.

I also love the weird games like Final Furlong.

Street Fighter II was my mistress and Street Fighter (I) was my wife. I love them equally even though both of them gave me things the other couldn't and each had their own time where nothing in the world was more important.

I enjoyed Time Crisis 2 and I owned everyone in camp darby in Sourl Calibur.

Point Blank!

Such a fun arcade target shooter. I played it often at an Imo's that shut down a while back. I've seen the game is also on the PS1, but I question if that would be worth getting. That is, if it would work on my TV, as my TV doesn't have the old rounded off screen.

Raiden X.

I LOVE those shooters.

Any Gauntlet game with friends.

My all-time fave during the golden age of arcade gaming was Vanguard. It's probably something no one's ever heard of or remembers. It was a side-scrolling shmup, and your craft could shoot in all four cardinal directions (forward, back-shot, up, and down). There was a joystick for movement and another to direct shooting. It started in a tunnel with stalagmites above and below. Nothing unusual about that as far as shmups go. But then things got crazy. It moved on to a diagonal tunnel, going upward. Enemy UFOs would zig-zag back and forth through the tunnel, and there wasn't anywhere to hide unless you aggressively get rid of 'em. Then it proceeded into another horizontal tunnel with crystal formations. Then another diagonal tunnel going downward. Then a horizontal cityscape, a short upward diagonal tunnel, then we're going straight up through a final tunnel to meet the boss.

A close second was an unusual game whose title I don't remember. It was a vertical shmup. Your ship was composed of three different segments. Cockpit with single gun, middle segment with two guns on the wingtips, and bottom segment with two guns on longer wingtips. For the first couple levels, the ship would fly up and disengage the cockpit; the rest would fall back off-screen. After completing a couple levels with the cockpit, it flies up to the top of the screen and you gotta dock it with the middle section. If it's a successful docking, you've now got three guns (middle shot from cockpit; two side-shots on middle segment wingtips). Complete a few more levels with this, and you get a chance to dock with the bottom segment. If you got killed, the segment of the ship that didn't get hit would come back for another try. It was quite difficult with only a middle or bottom segment (two shots far apart from each other). A complete ship with all three segments fired five shots simultaneously (a best case scenario, but you're also a much larger target than any of the segments alone).

Honorable mentions:
Tempest
Ms Pac-Man
Gauntlet
Xevious
Gyruss
Joust

Midway Arcade Treasures (PS2)
My favorite is Blaster.

Namco Museum (PS2)
Favorite is Pac-Man Arrangement.

Namco Museum 50th Anniversary (PS2)
Favorite is Bosconian.

Taito Legends (PS2)
Favorite is Rastan.

Namco Museum Battle Collection (PSP)
Favorite is Rally-X Arrangement.

Teenage Mutant Ninja Turtles: The Arcade Game

That game was 10 times of awesome.

But my favorite is Alien vs. Predator. That game is full of win.

I've never been much of an arcade player, but it still kind of had an impact on my life.
Seeing the Street Fighter II game on arcade made me get a Snes and get it for the console.
And I remember getting horrified when I saw some dude electrocute a guy's head and blow it to bits. (yeah, Raiden to someone in MKI.) then get excited at doing such things on the console too.

But there's game I always loved to play at the Arcade (and wished to see it on a console) The simpsons