In which I play "Bandits" the 1982 game published by Sirius and written by Benny and Tony Ngo. I almost gave up on this one too early! It felt kind of cheap, in the sense of taking cheap kill shots at the player. I'm glad I stuck with it for a bit.
There are a couple of key things about the game that you need to know. You can shoot like a maniac by rapidly pressing the fire button, and you have a shield that you can activate multiple times by pressing up on the stick.
Graphics, sound, and game play are top notch. There is a well implemented variety of enemies with really nice behavioural touches and animations.