Well for GTA, I can't play GTAIII or Vice City anymore after San Andreas. Since San Andreas introduced the concept of "swimming" among other things, the older games just don't cut it. Although I did like Vice City's amount of ramps to jump your vehicles off of and it gives you money for it.
The first Transformers (Armada) game is cool BUUTTTT you can't swim. Robots + water in the shows = WIN. Robots + water in this game = DEAD. Hate it. I still keep it tho, but won't ever play it again.
R-Type is good but short. There is a Silpheed game too thats fairly similar. Don't forget about the Capcom Classics Collection (vol1 and 2), Namco Museum, Sonic + Collection, Sega Classics, Neo Geo Battle Museum, SNK Arcade Collection. You already have the Atari one, but I didn't like that one as much as the Midway set for the Saturn.
Castlevania, LoI is cool but I don't like some of the controls. Burnout series is good, but all those games are basically the same. If you like driving games with a damage model, try finding the NFS game, but its kinda rare. Flatout and Flatout 2 are good. The first of that series is kinda hard on the 2nd to 3rd tier tho.