What games you recommend?

Galaga '88 (I think it was renamed to "Galaga '90" for the US release). Maybe not worth it if you don't like Galaga though.

If you can get the appropriate stuff (CD system and Super CD-ROM2 System Card aka CD-ROM System Card version 3, which in addition requires an adapter to be used on US systems I think), Akumajou Dracula X: Rondo of Blood is excellent, though you'd probably have to pay somewhere around $100 for an original unless you get lucky.

Those are the only two I remember, but I'm not really a TG16/PCE freak... there should be some nice shooters on the system from what I've heard though, maybe take a look around at Shmups and see what's there.
If you can read japanese get Snatcher/Snatcher Pilor Disks (i cannot, but Cd music quality is great!).

Also get Ys and Ninja Spirit... But the absolute best is dracula X
if you loved the SMS, the turbo grafx is basically the same thing with enhanced grafx. If you can find them, get:

Fantasy Zone


Space Harrier

All 5 wonderboy games (though 2 require CD)

Original Turbo games:

Legendary axe 1 & 2

Nuetopia 1 & 2

(although not original) New Adventure Island

Blazing Lazers

Star Soldier

Get the jap converter, too. It let's you get some truely great games. once you get it, get

bomberman 94

Soldier Blade

Star Parodier (a great CD game)

Hope this helps. BTW, congrats on getting a truely great system. I love my PC Engine... and i'm sure you'll love your Turbo Grafx, too.