The Ninja Gaiden games are classics, but I've always prefered the Shinobi series myself. The controls are not as tight, but the difficulty is more forgiving (that being said, it's still pretty sadistic on the highest difficulty setting and with the lowest set amount of shurikens) and there's some really awesome special attacks that can help you unleash the pain, like the ability to summon a fire storm.
The graphics were top notch for their time, f*ck Altered Beast, Revenge of Shinobi was the game that REALLY showed what the Mega Drive could do in terms of graphics, the enemies and environments have great detail and there's some lovely little effects like leaves blowing in the wind, day to night tranisitions and the crescent moon rising into the sky. Another cool thing is how every enemy you defeat goes out with a big explosion, power rangers style. III improves the graphics even more, with stuff always going on in the background and boss enemies with very fluid animations.
Probably the best thing about the games is the music by Yūzō Koshiro, both of the games have some of the best music the Genesis has to offer. There's elements of techno, jazz and funk, as well as the expected oriental flaire given the ninja theme.
Another cool thing about Revenge of Shinobi is that it's loaded with pop culture references and among the enemies you'll encounter are likenesses of Spiderman, Batman, Godzilla, Rambo, Bruce Lee and The Terminator. How awesome is that.
While RoS is pretty straightfoward platforming, III changes it up more with horse riding stages and surfing stages (heh, guess the TMNT and Surf Ninjas aren't the only surfing ninjas out there) and a lot of sci fi themed stages, including a lab full of grotesque mutants and a giant airship. Among the enemies you'll face are samurais, flying mechas, a giant brain monster and Mecha Godzilla..... Cooooooooooooool.
I f*cking love these games. If you're a fan of side scrolling action games that offer a hefty challenge (and in which case you're most definetely a fan of the Genesis) then these games come highly recommended.