SoulCalibur, Virtua Tennis and Crazy Taxi like some have already said, seeing you got Shenmue, Jet Set Radio and Sonic. Otherwise a nice puzzle-game is Chu Chu Rocket.
But, the funniest game of all (and not well known) is probably Dynamite Cop. It's an arcade-style beat-'em-up, taking place onboard a cruise ship. You can use almost anything in the environment as a weapon and if I recall correctly, choosing different playable characters takes you on different paths through the ship. It's not brilliant or anything and it's a short game, but loads of fun and has high replay value because of it.









