There are a few other non-traditional collections, which didn't make the special that are worth mentioning.
1. Sonic Adventure DX: Though you had to unlock them, the game included 12 Sonic Game Gear games. Some were included in Sonic Mega Collection Plus or as demos in Sonic Gems Collection, but this was the best option for GC owners. (Recommended for fans)
2. Animal Crossing: Honestly, I bought this for the NES games and didn't even play the main game beyond the beginning, though my sister really enjoyed it. Even though Nintendo never released all of the proper codes to unlock all of the games, the game included 19 NES games, including Super Mario Bros. and The Legend of Zelda. The games could even be transferred to the GBA to play on the go. It's releases like this that makes the VC seem like such a rip-off. (Recommended for everyone)
3. Star Wars Rogue Squadron III: Included three vector Star Wars arcade games unlockable which were quite impressive for the time and are still kinda fun to play today. (Recommended for fans)
4. Star Fox Assault: Includes the lackluster Xevious as an unlockable, unless you get the Japanese version, which has two more (not very notable) games. Sega has done this as well... Sonic Mega Collection and Genesis Collection had more games in their Japanese versions. (Not recommended)
5. Pac-Man World 2: Included four unlockable Pac-Man games. The game was certainly worth the $20 since it also came with Pac Man Vs. However, if you're just getting it for the arcade games, Namco 50th might be a better choice. (Not recommended)
6. Nintendo Puzzle Collection: Well, it would have been nice if it had actually been released here... The collection included three popular action puzzlers, with versions that could also be downloaded to the GBA. (Recommended for fans)
7. Teenage Mutant Ninja Turtles 2: Battle Nexus: Included the original arcade game as an unlockable but with voices and music edited out. (Not recommended)
8. Teenage Mutant Ninja Turtles 3: Mutant Nightmare: Included Turtles in Time arcade game again with licensed content edited out. (Not recommended)
9. Fight Night Round 2: Included Super Punch-Out, the first SNES game to be available in this manner. I haven't played this one so I don't know how it is.
10. Tower of Druaga: A special pre-order bonus for Baten Kaitos in Japan. Quite rare. (Not recommended)
11. Metal Gear: From the Japanese collectors edition of Twin Snakes. Given how much the collectors edition cost, I doubt this was worth it. (Not recommended)
12. Pokemon Channel: Included several Pokemon Mini games as unlockables and even one never released on cartridge. (Not recommended)
Of course, if you're more interested in the emulated games than the main game, I recommend using Action Replay or downloading a save file from the internet to unlock stuff from the get-go.