All of the games I am going to mention are OCS-ECS games. I have never owned an AGA amiga, well unless you count WinUAE.
Of course
Lemmings Series
Monkey Island Series
F-15 Strike Eagle II
Gunship (even if the graphics were not much better than the commodore 64 version)
Wings
Defender of the Crown
Rocket Ranger
Another World (Out of this World)- How could you not love a game were the main character is a physicist. Although it was too short
North and South - I loved the light hearted approach to a very serious war.
The Killing Game Show - This was more or less because it was the first Psygnosis game I owned.