Alas, Gunstar Heroes is a game you're pretty much going to want to download if you haven't played it to death already. The port is absolutely perfect, including a new graphical filter, trophies and online co-op.
Gunstar Heroes is essentially a side-scrolling platformer/shooter, in similar vane to Contra. You can create new weapons by combining the unique properties of four different gun types - almost adding a tactical element, but certainly adding variety. Gunstar Heroes is extremely fast-paced - something that's emphasised by a great soundtrack.
Given that the game is not included on the Ultimate Mega Drive collection, you could do a lot worse than picking this up for £3.99. It's a fun, fast-paced shooting affair and a great escape from "modern" gaming.