Played way too much Pickaxe Pete as a kid. I can still hear that sound when he goes through the doors to another level. K.C. Munchkin was pretty cool, too- even had a level editor!
We had a lot of fun with Monkeyshines.
Killer Bees, especially with the Voice add-on
Cosmic Conflict. You could pretend you were manning a turret on the Millennium Falcon.