WARNING
AN AWESOME PRAYER IS CONFLICT WITH US
KEEP YOUR DIGNITY
(if that's not an instant-classic boss warning I don't know what it is... besides engrish at its finest)
Hellsinker is, indeed, quite hard to get into (took me a couple of months), but once you are glued, it's a one-way route. Like Darius or DoDonPachi. You'll see the speed of many of the patterns and the non-stop enemy waves along with stage designs that are quite intricate. Flying downwards, entering a labyrinth, secret bosses, secret enemy waves and bonuses the better you play, tons of firing modes and characters, two extra stages, 9 stages+3 alternate initial stages... Quite complex so I guess it's no wonder the guy (it was made by one guy) took like 4 years to finish it.
Segment 5 (the Perpetual Calendar) has to be one of the coolest/craziest bosses around.
Speaking of shooter OSTs, I think Dangun Feveron has nice music, the original DoDonPachi with its infamous 'cock rock' was quite nice too. Agreed on Garegga, Batrider and Bakkraid too, I quite like some of the tunes.
Let's not forget of Jets 'n' Guns. The music is simply awesome and, well, Zuntata has its charm with the Darius soundscapes.