Yup, i surely know R-type on SNES, had a similar game (2D space shooter, only more cartoonesk) unfortunately i decided in my foolish youth to sell my SNES.
Sigh.
But i know what you're talking about, try UN Squadron for example. Sooo damn hard. It could be it's on NES though. Also Zelda (on NES), man i just kept dying and dying, if you couldn't save and reload wherever you wanted i wouldn't have made it very far last time i played it.
I've played a couple of Final Fantasies myself a year ago or something. Dunno which ones though.
I used
this site as a guide to pick my games to play. I read a bit about what it's about etc. Good walkthroughs as well. Lots of fun RPG-ish games. Lost my download pages though, but i bet you can find those games yourself.
Another game i might recommand: Metroid.