I think I'm gonna jump into Saturn collecting--my poor wallet
I played the system via loan back in its heyday. I played Nights, Dynamite Deka, Fighters Mega Mix, Guardian Heroes, all which I enjoyed.
What are the five must owns? I'm just gonna start with five for now.
- First & foremost, you're going to want an Action Replay 4-in-1. Gives you access to the insanely good Japanese Saturn library (and in addition to that, the JP versions of quite a few Saturn games are cheaper than their US counterparts), works a a decent save backup tool (You can't save directly to the cart, but you can move saves back & forth from the Saturn to the cart and vice versa), and functions as a 4MB Ram cart for the games that use it. Speaking of which:
X-Men Vs. Street Fighter and/or Marvel Super Heroes Vs. Street Fighter - not exactly arcade perfect, but about as close as possible. Both are great, and aren't available in a close to aracde perfect state anywhere else short of owning the actual boards.
Panzer Dragoon II Zwei - IMO, the best of the rail shooting Panzer Dragoon games (and that's including Orta). The leveling system that evolves your Dragon is great, and the Pandora's Box feature gives it a good chunk of replay value. One of the better looking and performing 3D Saturn games out there, too.
Virtua Fighter 2/Fighting Vipers/Fighters Megamix - Any one of the three works, though I'd go for Fighters Megamix simply because the other two games have better ports elsewhere. That being said, the Saturn ports of VF2 and FV are pretty damned great in their own right. Hell, get VF2 anyway. It's probably the cheapest, high quality Saturn game out there. I've had burgers more expensive than VF2.
Daytona USA: Circuit Edition - This is the Japanese re-release of Daytona USA: Championship Circuit Edition, with a few additional tweaks of it's own. The steering is (kinda) made more in line with the arcade game, and the original OST is available instead of the remixed tracks in the US release. Definitely the best Saturn release of the game.
NiGHTS/Christmas NiGHTS - Nights is fun and releatively affordable, though you probably want to get the 3D controller for it. Christmas NiGHTS is more or less a demo disc, but it's the
best demo ever. Not eve bullshitting there. The version of it in the JP PS2 release and the HD port are stripped down versions of the original Saturn version. (Notably, the ability to unlock Sonic as a playable character; It's kinda janky, being his first playable 3D outing, but damn if it isn't a neat novelty.)