I've only browsed the first couple of pages, so others may have mentioned these:
Gryzor (someone already mentioned Contra? It's the same game)
Lands of Lore
Duke Nukem 3D (I know there's a freeware port now, but back then....)
better Street Fighter conversions
Several titles spring to mind that'd be awsome to have for AGA, like MK 2, Gods (although Gods Deluxe is great!), Turrican series, Midnight Resistance (I want the proper weapon sprites dammit! and second button support, who thought of that "shift" button for 2nd weapon fire?), SotB series, Sierra and Lucas adventures......so many! At least we've got emulators to (somewhat) satisfy our needs, but proper miggy conversions would be so much better....!
A complete Bubble Bobble with all the secrets would be great to have as well as the arcade conversion of WWF Superstars instead of the WWF Wrestlemania flop (don't even mention the awfull European Rampage....)