I cannot remember the name but you got to choose between a boy character and a girl character and each stage you had to get all the collectibles to open the door. It was a 2d platformer as well.
Edit: Turns out the game is called Word Rescue.
Dune II: The Building of a Dynasty, but I'll give Wolfenstein 3D an honorable mention.
Space Hulk would definitely be mine
Star Control II for sure. Fantastic game, still one of the best story-based games I've played. Heavily inspired a lot of more modern franchises, too, including Mass Effect.
Wing Commander 2. My Dad sourced it and the manual was a B&W photocopy. It took ages to get onto it sometimes as the photocopy was so bad I'd be unable to decipher what letter 6 on line 8 of page 10 was.
Wing Commander Privateer - I love a good economy game in my spaceship game.
Mechwarrior - Battletech 1st person. Get you a 30 foot tall robot and shoot some lasers at other giant robots. Go for the knees.