Two games that I can think of off the top of my head are Metal Slug (basically the entire series probably) and OwlBoy. Mercenary Kings looks pretty nice too.
So you said "Sprite" game and not "Pixel" game so I would also include the games created by Vanillaware. Odin Sphere, Dragon's Crown, Muramasa: The Demon Blade and any other 2D game they've made.
edit: you did say pixel in your paragraph. derp.