For me, the biggest one is actually a game I didn't buy from GOG. I spent way too much time playing the shareware of Raptor: CotS. With consoles taking over scrollers, it got lost in a corner, as shareware died. Apparently, there were DOS and Windows licensing problems that kept it even more hidden. I remember, starting around '98, at least once a year, I would search every crevice of the internet, and at best, I would find an old catalog listing, or one or two people asking about it on a mailing list. Later, it was people asking on forums. Eventually, I scored a full version off of eBay, paying more than what GOG has it for.
Well, a few years later, I read about this GOG place, months before I joined, and what do I spy on the list? Raptor. No DRM, and a not so popular game I searched for for years? This is a place I'll be coming back to.
Beyond that, Giants: Citizen Kabuto. I sort of recalled Giants, but it seemed to pop up in magazines, and then disappear from store shelves, and I rather forgot about it. Playing it now, I wish I had spent the time to track it down, back then.