Smoth Criminal + Flying Battery Zone
He did a number of other ones, but this one works the best IMHO. The "Thriller/Marble Zone" one isn't too bad (it works well in areas, and pretty badly in others), but not as good.
Pokemon Ultimate.
Every trainer, monster, locale and pokemon... all in one massive fight to see who can claim superiority over all. Sort of the Mortal Kombat: Armageddon of the Pokemon world.
My personal favorite genre. If I'd added all the Japan and PAL-only shmups I had in mind, my list would have basically doubled in length. I left them out because not everyone can or wants to import. But if the OP wants them, I'll bomb this thread with another list
-=NES=-
Gargoyle's Quest II (Action RPG)
Guardian Legend (Shmup)
Gun Nac (Shmup)
Zanac (Shmup)
-=SNES=-
Firepower 2000 (Shmup)
The King of Dragons (Hack 'N Slash)
Nosferatu (Action/Puzzle)
Super Turrican (Action Platformer)
Super Turrican II (Action Platformer)
-=Master System=-
Psycho Fox (Platformer)
-=Genesis=-
Alisia Dragoon (Action Platformer)
Arcus Odyssey (Action RPG)
Atomic Runner (Run 'N Gun)
Battletech (Action Strategy)
Dragon's Fury (Pinball)
El Viento (Action)
Gods (Action)
Granada (Shmup)
Herzog Zwei (Real-Time Strategy Shmup)
Master of Monsters (Turn-Based Strategy)
Midnight Resistance (Run 'N Gun)
Spot Goes to Hollywood (Platformer)
Subterrania (Shmup)
Traysia (RPG)
Viewpoint (Shmup)
Whip Rush (Shmup)
-=Saturn=-
Amok (3D Action)
Astal (Action Platformer)
Powerslave (First Person Shooter)
Shining the Holy Ark (Dungeon Crawling RPG)
Solar Eclipse (3D Shmup)
-=Dreamcast=-
Bangai-O (Shmup)
Draconus: Cult of the Wyrm (3D Hack 'N Slash)
Red Dog (3D Action)
Sword of the Berserk: Guts' Rage (3D Hack 'N Slash)
Test Drive Le Mans (Racing)
Wild Metal (3D Action)
-=XBox=-
Battle Engine Aquilla (3D Action/First Person Shooter)
Enclave (3D Action)
GunValkyrie (3D Action)
Otogi (3D Hack 'N Slash)
Otogi 2 (3D Hack 'N Slash)
Panzer Dragoon Orta (3D Shmup)
Rallisport Challenge 2 (Racing)
-=Playstation=-
In The Hunt (Shmup)
The Raiden Project (Shmup Compilation)
R-Types (Shmup Compilation)
R-Type Delta (Shmup)
-=Playstation 2=-
Alien Hominid (Run 'N Gun)
Metal Slug Anthology (Run 'N Gun Compilation)
Raiden III (Shmup)
Shining Tears (Action RPG)
Silpheed: The Lost Planet (Shmup)
SkyGunner (Flying)
Taito Legends 2 (Compilation)
The Legend of Spyro: A New Beginning (3D Beat'em Up)
The Legend of Spyro: The Eternal Night (3D Beat'em Up/Platformer)
The Legend of Spyro: Dawn of the Dragon (3D Beat'em Up/Platformer) Plenty of exploration too
-=GB & GBC=-
Blaster Master: Enemy Below (Action Platformer)
Gargoyle's Quest (Action RPG)
Sagaia (Shmup)
Shantae (Action Platformer)
-=GBA=-
Iridion (3D Shmup)
Iridion II (Shmup)
Metal Slug Advance (Run 'N Gun)
Pinball of the Dead (Pinball)
Shining Soul (Turn-Based Strategy RPG)
Shining Soul II (Turn-Based Strategy RPG)