Contra series of course .
I do like Castlevania series and puzzle platformers such as Lost Vikings.
I also love metroidvanias so Super Metroid and Metroid Fusion are in my list.
One of my favorites, and also a game from the childhood, is Tiny Toons Adventure: Buster's Hidden Treasure for Mega Drive.
I really liked the exploration aspect of it, with stages having many secret places and even secret exits to bonus stages. Also enjoyed the variety of environments and themes.
As for metroidvania genre, my point of entry was Shantae: Risky's Revenge.
Great colourful looks and cheerful music, and I liked transformations of character into animal forms to use unique abilities.