Scott Pilgrimfags aside, Clash at Demonhead is one of my favorite single-player games on the system. A lot of it does admittedly come from nostalgia and fondness for its presentation over the actual gameplay. Some of my favorites as far as gameplay goes are Castlevania, Ninja Gaiden, and Kung Fu, but those are pretty obvious.
I don't really know what counts as a lesser-known game anymore with freely available ROMs and boards like this one, but StarTropics, Faxanadu, and Golgo 13 are worth checking out.
If you're looking for fun multiplayer games, there's Yoshi's Cookie, Trog!, and Baseball Stars. North & South is really good for that purpose but way too expensive.
I'm not sure what the prices are for these games nowadays, either.