Can't believe no-ones mentioned Shining the Holy Ark or Burning Rangers. 2 of my favourite games.
AHA! I love Shining the Holy Ark. It's an excellent and often overlooked game. For those not familiar with StHA, it's for all intents and purposes the prequel to Shining Force III. Several parts of the stories as well as characters overlap between the games, and SF3 takes place 10 years after the events in StHA. It's quite impressive how the writers managed to link events and characters between the two games.
StHA is a dungeon-crawler, and a fun, challenging one at that. And for being a dungeon-crawler, it has a pretty good story and good music. Definitely worth a play.
As for other Saturn games, my all-time favorite is Shining Force III. One shame with SF3 is that Sega only brought the first 1/3 of the game to American and European audiences, esentially leaving us with only part of the story in English. If you've played Scenario 1, you're only getting a snippet of the full deal and are left with a ton of untied knots.
That, and the graphics improved quite a bit between Scenario 1 and Scenarios 2 & 3. Scenario 2 (told from Prince Medion's POV rather than Synbios') was excellent IMO, and it's a shame most people never got the chance to play it.
Not to mention the dub voice acting. AUUUUUUUGH. It's a rook deal... the Japanese voice actors were top-notch, big-name seiyuu, and all we got in the dub were what sounded like janitors being held hostage and forced to record by the voice staff.
I'm also very fond of Astal and Guardian Heroes. The fantastic crystalline world of Astal inspired me a lot when I was a wee elementary school kid. That, and the music is absolutely gorgeous. Oh, speaking of the Astal soundtrack, would anyone here be interested in an MP3 of the full opening song? My sister is a big Aya Hisakawa fan and picked up a CD anthology of hers a few years ago... turns out it had the full (as in 4 minute long) version of the Astal OP ("Let Me Try Again") on it!
Guardian Heroes... what can I say. Six-player brawls, twinky bunny, loads of unlockable characters, fun times.