1. Guilty Gear - (The very first one)...it was both a unique and bloody anime-styled fighting game.
The Instant Kills in that game are better than it's sequels, I know the combat is imbalanced, the modes of play are short...but the game's style alone was it's greatest saving grace.
2. Demonstone - Mind you, this wasn't as great as Guilty Gear...but its still great. It was SO by accident in fact, that I didn't bother looking for screenshots (We don't have an Internet Connection at the time)...the game isn't much, but for what I played it on (An old Pentium 4, with 384 MB RAM)...the game LOOKED great, and I enjoyed most of the psuedo RPG elements of the game.
3. ********** - I forgot the name of one game where you play as one of two giant mecha (colored red and blue respectively) (No, not Gundam...its a Side-Scroller as well), the red one was more of a vehicle with it's use of engines to navigate, explosive military weapons (Think Metal Slug with a Jetpack). The blue one however was more akin to playing as Zero from Megaman X (Laser blade, double jump(?)), regardless the game was TOO awesome for my too old PC (So old it can only hold 2 Gigabytes)
4. Theatre of Death - The MSDOS game IIRC, more of an extremely twisted game of Cannon Fodder. I enjoyed the game a lot though...but there are some character profiles that simply explain...a little too much (That's an understatement, I'd be struck with a warning if I gave an example).
5. Duke Nukem - You better believe it, I actually DIDN'T know this game existed on my father's PC. And FYI; it was the time when I assumed that PC games only consisted of Minesweeper, Freecell, Hearts, and Solitaire so its a surprise that I'd see a game of THIS magnitude.