My top five:
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Moon Cresta: This game was in a donut shop near my home. Unlike the arcade, which was sketchy as hell, the donut shop was a nice place to be. I loved the tension of the ship docking minigame, and gaining crazy firepower afterward. It is also cool that if a stacked ship is hit, only one piece was lost. This is the first game I ever became halfway decent at.
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Renegade and Golden Axe: These two hit the same notes for me, a kind of rhythm fighting game. When you've got baddies on either side of you, keeping your cool and getting the timing right will lead to keeping them at bay or even wacking them against each other. I managed it about 80% of the time. I played Renegade on a machine at a 7-11 in college. It was broken, and the timer would speed up during the final fight. I never finished it. A friend of mine was convinced it could be done, but the clock sped up proportionally to how many enemies were taken out, so even getting down to the last one meant the clock was revving way past normal rate.
Golden Axe I played at a ¥50 arcade in a supermarket in the podunk town in which I first arrived in Japan. I loved playing the dwarf. I still want to kill those little potion-stealing elves.
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Battlezone: I'd never seen such convincing 3D; it felt like I was in a tank and moving across a battlefield. I almost bought a vectrex just so I could play this.
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NINJA GAIDEN: OMFGAIDEN - 'nuff said.