Touhou 8: Imperishable Night. I just adore this game... the weird characters, music, content/replayability, atmosphere, gameplay, difficulty, accessibility, lore (counting manga and light novels)... it's a special indie SHMUP to me.
Touhou Project and Final Fantasy are similar to me in that:
1. I played more games from them than any other series.
2. I started both with the 8th main entry.
3. For my taste, no other series I played has better OSTs (When quantity is factored in).