Of the ones on the list, I'll go with Golden Axe. It doesn't have the deepest gameplay, but its art direction is pretty striking. It has a great sense of a journey and the passage of time, with the passages through the village on the turtle's back, and through the skies on the eagle's back. These battles are interspersed with the bonus rounds -- being awakened around the campfire by the mischevious elves, who you then chase around and kick the hell out of to get their little blue potion vials. This is something I actually do whenever I'm awakened in the middle of the night.
However, I agree with SOUP that Yakuza is the king of contemporary beat-em-ups.