Some additions to your list above. BTW I list Streets of Rage too, because you have Golden Axe and Comix Zone listed. Those aren't fighting games. Some games are better on SNES, like Zombies Ate My Neighbors, so I don't recommend it here.
Genesis / Mega Drive - Must Haves:
- Streets of Rage 1+2+3
- Thunder Force 3+4 (4 is also known as Lightening Force)
- Shinobi 3 - Return of the Ninja Master
- Dragon's Fury (also known as Devil's Crash) + Dragon's Revenge
- Gunstar Heroes
- Alien Soldier
Genesis / Mega Drive RPG / Adventure:
- Shining in the Darkness
- Wonder Boy in Monster Lair
Genesis / Mega Drive - More:
- Aladdin
- Adventures of Batman & Robin
- Mega Turrican
- Michael Jackson's Moonwalker
- Splatterhouse 2+3
- Virtua Racing
- World of Illusion Starring Mickey MOuse and Donald Duck
- Teenage Mutant Ninja Turtles - The Hyperstone Heist