Most stages in CoP give you 3 horizontal planes like in Guardian Heroes. There are a few later levels and some challenge missions that only allow you to shift from 2 horizontal planes to increase the difficulty. You're thinking of Panzer Bandit and Phantom Breaker: Battlegrounds. Both of those games only allowed 2 horizontal planes.Never got into code of princess, I think that its only really on 2 horizontal paths instead of giving you normal brawler maneuver room annoyed me. I suppose I should give it a shot again, maybe once I finish the games I'm working on now since I'm also planning on doing the huge mod for Battletech so Princess would give me a controller game.
Streets of Rage 4 is just top tier.