Gun Nac is really good. Feels more like a 16 bit era game, with the options and variety of powerups it gives you. 5 types of guns with several upgrade levels, 5 types of screen-clearing bombs, change your ship movement speed anytime you want with Select(!), even change whether speed has priority or displaying every sprite has priority.
Plus it has pretty good graphics. Just a nice solid game with a fair difficulty curve.
Another shooter I enjoyed on the NES was Stinger, which alternates between side scrolling and overhead levels and has strange and fun enemies such as watermelons and coat hangers.