Strider is really cool.
Opens with one of the best first levels I've ever played in any game. The levels aren't too long, or too short. They'll only feel long because of the games difficulty.
It will kick your ass, but you can very easily figure out how you screwed up. The only actual badly designed level would be the final one.
The gameplay is really fun for how simple and fast paced it is. Hiryu's animations make something as basic as jumping look like a spectacle.
Top that off with an epic OST and you have an excellent arcade game.