I'm mostly interested in imports so Rondo of Blood is at the top. Being a collector I'd rather own a physical copy of the game so really just stuff that was never available here is of most value to me.
But I want to see arcade games. These days there are a lot of arcade comps out. If you like a Namco, Capcom or Midway arcade game you're probably in luck. But Nintendo has no such compilation so let's get arcade perfect Donkey Kong, Donkey Kong Junior, Mario Bros and Popeye (even though that's likely impossible).
And I'll suggest Saturday Night Slam Masters. I already have it but it's one of my favourite games and I want a new generation of gamers to experience it. As kids my brothers and I had six SNES games and Slam Masters was one of them. It was one of the few games I personally owned as well. It's a four player wrestling game though it also plays kind of like Street Fighter II. Just imagine a four player SFII where you can move up and down like in Final Fight and everyone is playing a grappling character like Zangief. Oh and MIKE F*CKING HAGGAR is in it!

Capcom doesn't seem to really acknowledge it these days. They included junk like The Avengers on the recent Capcom Classics Collections but not Slam Masters. Those collections cover almost every significant Capcom arcade game and unlike some of those games this one was popular enough to get home versions for both the SNES and the Genesis.
Though does the VC support SNES multitap functionality? It pretty much has to or Slam Masters would be a waste. You have to play it four players to really get the appeal of the game.
I also want arcade perfect Sunset Riders. The SNES version is only two players and is censored.