Guardian Heroes is worth whatever you pay for it. Seriously. Definitely the best "brawler" type game I've ever played, I'd make a case for best ever. It can keep you busy for YEARS as well. Not to mention the 6-player vs. mode of 40+ chars. And it's always fun.
Panzer Saga is pretty amazing. You could always buy it for $100 and sell it for $90 after you beat it. No big deal.
FIND DRAGON FORCE. I think it's the best console strategy RPG ever, easy.
What makes those three games special and valuable to a gamer is that there isn't really anything else to compare them to, exactly. That's why I love the Saturn so much.
I love SFI, II and CD, but SFIII (all three discs) I wasn't as into. It's still a great great series though. It's a REALLY cool game even if it's not perfect.
Christmas NiGHTS isn't worth tracking down for like $40. It's cool but I mean I got it for free originally :P it won't keep you busy too long. Get only if you're a huuuge NiGHTS fan, because it has lots of extras the Playstation 2 remake doesn't.
Radiant Silvergun is REALLY fantastic, I think the best shooter ever made personally, but it's not worth $200 or whatever when you can play the (cruddier) arcade ver for free.
P.S. It's a crime how underrated Dark Savior is.
P.P.S. It pisses me off to no end how homogenized gaming is since 3-D and Sony took over :( I really miss the Saturn days.