I have Dungeon Explorer and Lunar and a Sega CD, trying to sell it all. Had more games but I sold a bunch of them. Sega CD was the machine of great RPGs, I'm surprised anyone liked the Shmups though, they are MY most hated type of game [the 1942 kind]. Slipheed was just one of those things, it had like FMV playing in the background but at it's core it was just another 1942 shmup type. If you like that stuff, I just bought a RG351p and it seems to have every shmup loaded known to man...
Herzog Zwei is an RTS and it's easily one of the best games on the system, is there any way we could play VS online? Man I loved that game, the soundtrack is also awesome.
If you're interested in shooters though, I can't recommend TARGET EARTH highly enough. It was easily the best shooter game on the Genesis. Again, wicked soundtrack.