I was going to post something about how I've been playing a bunch of big-name games that no one else here would even dream of playing for one reason or another, but then I saw that the full thread title was about games you've never heard of, not games you've never played (hey, it's been a while since I looked at this thread), and I changed my mind. Having said that...
Silpheed: The Lost Planet is quite good. Cheap, too - I got my copy at GameStop for $4, making it the cheapest Treasure game they sell there.