If you're looking for Shmups, don't forget Deathsmiles! You can also DL Deathsmiles 2 from XBLA. Otomoedius Excellent is full of awesome and is a Gradius spin off. XBLA has a bunch of shmups to offer too, Galaga Legions, Radiant Silvergun, Guwange, 1942: Joint Strike and the Geometry Wars games. They have Trouble Witches NEO, Ikaruga, Triggerheart Exelica and Warhammer 40,000: Kill Team too.
As far as platformers go, you there's Super Meat Boy, all of the original Sonic games, plus Sonic 4 (if you don't have it on another system), Bionic Commando's remake, BC: ReArmed and it's sequel and Mega Man 9 & 10.