Well, personally it was the game to keep me glued to the screen most of all.
What I liked about it was it's versatility. First off there where a multitude of different and innovative weapons to choose from. Then that static laser beam thing you could twirl 360! Genius. Also you could roll into a ball and destroy way before Sonic was a thought. (and lay mines in the process) Then each level had some really good ideas implemented into it. I remember the level where you could shoot away bits of the background to form a sort of path - and if done correctly - taking good care not too destroy bits you needed - you could get to secret areas.
Then there was the (for me at least) unexpected space ship flying relief - which kinda helped break things up and not make things too repetitive.
The music needs little mention - as I think it's generally acknowledged to be at a high standard.
It's graphics where not really amazing, but somehow I felt it had character; and as said; it really captivated me at the time... but it's always hard to pick a favorite out of these. Lemmings was definitely more innovative - as was let's say Jimmy Whites or megalomania... but I played Turrican the most.