Zero 5 is kick ass but I have yet to get past the asteroids.
Protector SE, Raiden, T2K, Rayman, Power Drive Rally, DOOM, and Wolfenstein 3d all rock hardcore.
I like I-War also, but I haven't completed the game. I gotta admit though, with I-War, Hoverstrike, and to an extent, Cybermorph, if there was anything that was critically lacking in those games, it was any kind of meaningful narrative or character development. For as simplistic as Star Fox was graphically, it had characters and moments that are (at least for me) to this day instantly memorable.