So, 2D fighters I'd recommend:
X-men Vs SF, Marvel Super Heroes Vs SF - both are pretty affordable and are amazing ports. You also have X-Men COTA and Marvel Super Heroes (the Marvel only Capcom fighters that precede the crossover games) but the ports aren't quite so good, MSH especially isn't quite as quality as other Capcom fighters on the console (in terms of load times, animation and slowdown).
Street Fighter Zero 2, Zero 3 - Both are amazing fighters, 3 has far more content and personally my favourite but others prefer Zero 2. Now bare in mind that 3 also goes for a chunk of change these days, while 2 is very cheap.
Vampire Savior is a great Capcom fighter, amazing animation. Its pretty affordable so well worth tracking down. Just keep in mind that for this, the Vs games and Zero 3 you need a 4MB RAM cart to play them (it means load times are almost 0, and animation is retained).
Cyberbots - requires a 1MB RAM cart, its a great mech based Capcom fighter. One of my less favourite Saturn fighters but still really solid.
King of Fighters 95/96/97 - 95 is the best of the ports, but you need to make sure your copy is the same region as your Saturn and that it includes the cart (otherwise the game won't play). It reduces load times and gives you a really good port of an excellent fighter. 96 and 97 use the Saturn 1MB RAM carts and have longer load times but personally both are better fighters than 95.
Real Bout 1&Special - Two Fatal Fury games in one collection! And two of my favourites at that, decent ports, arranged soundtracks and fantastic combat. It was cheap when I picked it up back in the day, I think its not appreciated too much in value...
Astra Superstars is a hidden gem as a fighter, kinda feels like Dragon Ball Z a bit in terms of how combat feels, all fights take place in the air, so your flying with loads of weird characters and crazy moves. Fairly certain its not a cheap game to get these days though ;(
