Read a review for Revenge of Shinobi recently and remembered that it actually came as a 3 in 1 cart with the brand new megadrive i bought last year. So I plugged it in and damn if it doesn't keep you going (",) . Last platformer that did that for me was probably Super Mario Land on the Gameboy. It's also available on the Wiis VC, with just a few changes like 'Spiderman' now being pink to avoid copyright infringement.
About time that i enjoyed the Sega more. It hasn't been receiving the love it deserves.