Sol Feace, Road Rash, & Wonder Dog were the only halfway decent games I had for it and those were pretty much just Genesis games with better music.
I'll give some Sega CD suggestions by category. Sega didnt lose me at the Sega CD, they lost me at the 32x but won me back over with the Saturn.
Just good games:
Snatcher - Probably the best Sega CD game ever.
Final Fight CD -hands down the best port of the game sans emulation
Road Avenger - Like Dragon's Lair without Daphne annoying you, and youre driving a car, and theres a gang.
Willy Beamish - my introduction to the point and click genre
Lunar (both) -fun RPGs with great music, voice acting, and cut scenes. Everything Working Designs touched turned to gold.
Silpheed was a fantastic on rails shooter that did a good job of "faking" better graphics by putting polys on FMV
Eternal Champions CD - just a great upgrade. Lots of new fighters, levels, better music, FMV endings and cut scenes
Amazing Spiderman - Changed the base game enough to make it different and added a lot of video extras
NBA Jam - pretty much the same visuals as the cart but bigger and better "half time" videos, better music, and an ending video
Mortal Kombat - its really just the cart with better music, marginal load times, and the TV commercial as an intro
NHL 94 - Well NHL 94 is the best NHL game, and this one is the best console version of that game. There SO.MUCH.AUDIO. I know where 80% of the disc space went.
Earth Worm Jim - With emulation you wont have the bear the terrible load times, and you can still enjoy the new levels. The "Bad Ending" is hilarious. YouTube it.
Honorable mentions for non ---smurfy--- FMV games:
Ground Zero Texas, entertaining but the difficulty curve at the end is INSANE
TomCat Alley , not that great but it was like playing the Top Gun the Movie without the awesome VolleyBall scene
Sewer Shark , trick to beating the game was to not fire the gun too much. I give this one leeway cause it was a freebie with most systems. WE'RE RATIGATOR BAIT!
---smurfy--- FMV games good for 1 play through:
Masked Rider (may rank higher if youre a Kamen Rider Zero Fan)
Power Rangers (again, you might play it more than once if you loved MMPR)
---smurfy--- FMV games not worth 1 play through
Slam City f/ Scottie Pippen
Any of the make my music video games
I think Sonic CD is probably the best Sonic game, but the only other ones I really like are Sonic Spinball and Sonic All Star Racing Transformed. I was hopeful for Sonic Generations but ultimately let down.