"Dragon Blaze" and "Hit the Ice"! Two fantastic games right there.
DRAGON BLAZE with the ability to "throw your dragon forward" (and retrieve it in two different fashions) was a nice breath of fresh air in the sea of shmups. I like the added strategy. Psikyo shooters also had bullets that changed speed in mid-flight. Cave shooters had consistent bullet speeds. I love most shmups by both companies, but this is probably my favorite Psikyo shooter.
HIT THE ICE was sorta the "NBA Jam" of ice hockey. It's fun and cartoony! It's easy to pick up and play. Personally I find it more fun than NBA Jam, but that's just me.