Lemmings was fun on any system, TMNT (hyperstone heist or which one? there was a fighter too but i think youre talkin bout the side-scrolling beat em ups) was really cool.
Genesis had tons of classics, ill do it by genre:
RPG - Phantasy Star series (one of my favorites), Sword of Vermillion, Shining Force series, even Starflight
Action - Streets of Rage 1-3, ok this list isnt gonna work cause ill be here all day listing their great arcade converts.
So instead, games i miss: ToeJam & Earl, Eternal Champions, Revenge of Shinobi, some of those great space shooters like R-Type, Gaires, etc...unkowns like Valis III, even crazy ones like Decap Attack strarring Chuck D. Head
ones i wish idve played: El Viento, Chakan: the Forever man, Kid Chameleon.
And i could do a whole (short) thread on Sega CD.