The Metal Slug video game series are pretty great. Straight up crazy 2D art side-scrolling shootin' action. It's really sad that there are fewer and fewer sprite based videogames, and often the ones that do show up are done in a simple 8-bit style (which are fun but totally different)
Back to Metal Slug though, it has a great art style and just oozes charm and of course packs a good amount of difficulty.
Each level the games throw something new at you. You fight neo-nazis, mummies, zombies, and of course Aliens.