Hmmm...you're definitely throwing out maximum values for Radiant Silvergun and Battle Garegga there.

Both of them combined shouldn't run you $250.
At any rate, keep the following things in mind:
The memory runs off of a CR2032 battery, if this battery dies, you lose ALL your saves. I lost my maxed out PDSaga game because of this, my 4,9xx,xxx Blast Wind score, several games of Princess Crown, and probably a helluva lot more than I'd like to think about. Bottom line: BACK YO' SHIT UP! Granted, a fresh battery typically lasts a couple of years, if not more.
Games:
Starter for shmups:
Soukyugurentai (JP)
Galactic Attack (US)
Darius Gaiden (US)
Game Tengoku (JP)
Salamander Deluxe Pack Plus (JP)
Cotton 2 (JP)
Thunder Force V (JP) or (if you haven't played the originals) Thunder Force Gold Pack 1+2 (JP)
Sexy Parodius (JP)
That right there should cost about the same amount as Radiant Silvergun + Battle Garegga. And while both are great games, IMO it'd be better to have 7-8 games to play while waiting on getting 2 more as opposed to having 1-2 games while waiting to get some more.

But hey, if you've got the money then go for it. Radiant Silvergun, IMO, is the best made shmup ever, and is definitely worth the price of admission. No comment on Garegga as I'm saving that for the final game in the shmup collection.
Non-shmup Starter:
Panzer Dragoon
Panzer Dragoon II Zwei
NiGHTS
X-Men vs. Street Fighter (JP)
Bug!
Clockwork Knight
Virtua Fighter 2
Street Fighter Collection
Once again, all the above combined are cheaper than PDSaga and would give you a great introduction into the Saturn. You'd get the 2D fighters (which the Saturn is king of), you'd get some of the Panzer Dragoon series (which is the best thing on the Saturn IMO), NiGHTS (legendary), and get some of the quircky 2.5D platformers people were so fond of putting on the Saturn.
And if you have a lot of friends over, just go ahead and get Saturn Bomberman and Bomberman Fight!(JP), great games.