Almost anything Cave or Treasure.
Radiant Silvergun (Saturn, XBLA release sometime this year ^_^ )
http://www.youtube.com/watch?v=EGNSdcy-apU (Saturn, XBLA)
http://www.youtube.com/watch?v=CrPLhATu9pU&feature=related (PS2, X360 region free)
http://www.youtube.com/watch?v=T8cG1BG8Xwg&hd=1 (iOS, X360 NA/EU retail)
http://www.youtube.com/watch?v=P1TI1SBImgM&hd=1 (XBLA)
http://www.youtube.com/watch?v=wotZMGkR_0M (X360)
http://www.youtube.com/watch?v=SzfIMgrzfKo&hd=1 (iOS, X360 region free)
http://www.youtube.com/watch?v=Ti1n4GhGuRQ (Arcade)
http://www.youtube.com/watch?v=9Nno04ppjss (PSone, Saturn)
http://www.youtube.com/watch?v=yOL5WUfwmh8&hd=1 (X360, iOS)
http://www.youtube.com/watch?v=tzCjwzkJQOU&hd=1 (PS2, X360, iOS)
http://www.youtube.com/watch?v=dl4_QxKDSOs (SNES)
Also, http://www.youtube.com/watch?v=dl4_QxKDSOs coming to Xbox 360 this May, and http://www.youtube.com/watch?v=1Ckkng-FKEs releases next week. The latter being region free. Plenty more from other developers, but I've taken a liking to how Cave's games play, even if I am terrible at them.

I'm still relatively new the the genre and I definitely can't afford all of the above games, though I've played most of 'em and spent a good chunk of time watching videos of the ones I can't play.