Can't believe I forgot to mention Panzer Dragoon Zwei. Smooth controls, high-res graphics, and superlative gameplay. The original is fun too, but hasn't aged as well due to the slower framerate and stiffer controls.
NiGHTS Into Dreams is a very original title with charming graphics and music, and addictive gameplay.
I'll second Story of Thor 2. The game lacks much of a story but the graphics are beautiful and the puzzles are great. It's the closest thing you'll get to 2D Zelda on the Saturn.
I could see NiGHTS being released today as a -very- high quality indy title.
Panzer Dragoon Saga. This game was SO far ahead of its time. Light years. I've raved about it before, but the pacing is so modern. It was short and sweet, very unlike games at the time and much more like games of today. The combat was a very fresh and rather complex take on turn-based(at the time). It never forced you to ever level grind and the variety of enemies combined with the nuances of combat never allowed the combat to feel stale.
There's a good reason why so many game reviewers kept Panzer Dragoon Saga at the top of the list as the best/second best RPG of all time for so many years.
Just from the North American library I find these still "feel" great today
- Astal - Iron Storm - Hercs Adventures - Contra Legacy of War - Nights Into Dreams - Galactic Attack - Mega Man 8 - Mega Man x4 - Magic Knight Rayearth - Panzer Dragoon 1/2 - Panzer Dragoon Saga - Powerslave - Duke Nukem 3D - Alien Trilogy - Saturn Bomberman - Shining Force III - Shining the Holy Ark - Winning Post - Resident Evil
Some of the ones others might think not that I still have no issue with: - Burning Rangers - Quake - Croc - Sonic 3D Blast - Albert Odyssey (although this seems more favorable as time goes on despite load times)
and the point and click type games (Frankenstein) have possibly aged the worst. Obviously they have a niche nostalgic appeal to some.
Ya I have a weird soft spot for these but its true they can be hard to play on the console in 2017. The point and click games are probably the only PAL non US releases that I like having (Riven, Frankenstein, Atlantis) but I agree Im in a very small minority of those interested in playing them on a Saturn today.
Ultimate Mortal Kombat 3, Metal Slug and Elevator Action Returns are my 2D picks, while Resident Evil, Daytona USA Championship Circuit Edition and Virtual On have been the 3D titles I found myself coming back to a lot recently... A few of those aren't quite what I'd have expected to see holding up, but the Saturn's library can surprise you like that!
P.S. Saturn Bomberman and Panzer Dragoon Zwei also deserve additional mentions, along with Sonic Jam.