If you want something that will really show off your 060, then I'd recommend T-Zer0 by Clickboom. It's a shoot 'em up of Neo Geo quality.
Payback will probably also run quite well on your machine. If you want first person shooters have a look at Breathless, Alien Breed 3d 2, the Trapped series, Nemac IV and Gloom. I'm sure there are many more, but that's all I can remember right now.
