Although I'm still holding out for the release of Climax's phenomenal quartet of Genesis RPGs (Shining in the Darkness, Shining Force, Shining Force II and the seminal Landstalker)--not to mention the rest of Treasure's 16-bit catalog--I guess I can play a few of Sega's other offerings in the meantime.
Joining Streets of Rage, Gunstar Heroes and a few others in the next few weeks and months are Alex Kidd in the Enchanted Castle, Wonder Boy in Monster Land and, gulp, Virtua Fighter 2. (The gulp comes from the fact that this is a horrible 2D rendition of VF2, not the arcade original or even the Saturn remake).
Alex Kidd and Wonder Boy are good options for those hankering for a bit of side-scrolling platform action a la Mario. Personally I think Alex Kidd comes out on top here, but don't take that to be gospel as I haven't spent much time with either of them.