If you love RPG's, you *must* pick up Phantasy Star IV. II, III, and IV were on the Genesis, and while IV is a total masterpiece, II isn't bad, either, it's just older. Stay far, far away from III, though...
Most of the other people on here have nailed the list of "must-have" games, too. The 6-Pak is a great idea, if only because you get the first Sonic game and Revenge of Shinobi for a low price. Road Rash I or II also comes highly recommended, as they were excellent, classic Genesis games that weren't made by Sega.
If I were you, and I could only get a few games at the start, I'd begin with:
Phantasy Star IV
Sonic 2
Road Rash II
Anything else is just icing on the cake, if you ask me :-D