The most impressive thing on NES is this song right here.
The crystal-clear voice sample at the beginning of S.C.A.T. "You must destroy them! The earth is counting on you! Good luck!" I would restart the game over and over to hear that.
Also the sung/rapped intro to Skate or Die 2. And I was always impressed at any measure of parallax scrolling. There was an otherwise mediocre game called Totally Rad that blew me away with its backgrounds. Same with Metal Storm.