I recently got a game called Vice Project Doom for the NES, and holy shit is it fun hard.
It's like Ninja Gaiden, but just a tiiiiiiiiny little bit easier - just enough punishment to make it enjoyable, not too much because then you're just rockin' a semi- dis game be giving you a full on punishment hardy, yo.
Also, there are multiple weapons that you can collect. So there is a bit of that 'do I want to use my baller weapon, or save them for the boss' element.