I picked Eternal Champions: Challenge From the Dark Side. Mainly because I'm very passionate about the series and enjoy playing it. In fact, if you actually manage to get past the high difficulty, steep learning curb, and the somewhat odd controls (trust me, the controls in the original game are far worse.), its a pretty solid title and could last you a very long time due to the amount of content within the game.
Definitely one of the games that takes good advantage of the Sega CD's extra space. You get 13 default characters, and like 11 unlockable characters which you can either unlock by accomplishing specific tasks during gameplay such as getting time overs in every round on Neophyte difficulty to unlock Senator for example, or using a cheat. (each secret has a special cheat code you can enter at the results screen after a match using controller 2.)
The game also saves the characters to your back up RAM so you don't need to unlock them again unless you delete your save data or it corrupts for some reason.
Most of the people who say EC sucks really haven't given the game a chance. Its not one of those titles that you can just pick up and play and be good at it right off the bat. The game forces you to actually learn the special moves of your character you want to play as before actually taking on story mode. That's really one of the factors that adds to making the game last for a while.