Rampage. A fun co-op game. Actually, any game that lets you pull people out of their apartments and swallow them is ok in my book.
X-Com: UFO Defense. Even though the two current games are incredibly fun, I'm going to give a shout out to the original (1994). The most cheating, unfair, ruthless, frustrating, and fun turn-based strategy game I ever played.
Zwackery. Who wouldn't like a fantasy game about a wizard that has a fighter plane joystick? I was coming to the end of my arcade days when this game was released. I remember it as being quite fun.
Centipede. This is the first tackball game I remember playing. In my opinion, this is game is one of the foundational achievements of the industry.
Demon's Souls - this mysterious adventure by From Software kicked off video games return to forcing the player to discover gameplay mechanics and lore
Ice Climber. Certainly not my favorite game of all time, or even my favorite NES game. I only remember playing it once, when I rented it.
Leisure Suit Larry in the Land of the Lounge Lizards. This game was considered a bit racy when it was released (1987), but it was all in good, mostly clean, fun.