hai you cannot play the super grafx games and as for the CD rom stuff... depends, how much u can afford!?!
Gradius II
Snatcher CD-Romantic - if you dont mind wading through lots of japanese text!
Akumajō Dracula X - Rondo of Blood - kinda a prequel to Symphony of the Night - expensive !
Puyo Puyo
Puyo Puyo tsu - much more rarer and expensive
Cotton
Wonder boy III - Monster Lair
Dungeon Explorer II - try and get the USA version. cd rom games are region free
Ys Book I & II
Dragon Slayer
Gate of Thunder
Lords of Thunder
Super Raiden
Populous the promised lands
Rainbow Islands
Art of Fighting
Fatal Fury special
Nexzr
Star Parodier
Ai - cho ainiki - if you dont mind the homosexual themes
Valis III
Valis IV