Gunstar Heroes (ガンスターヒーローズ) (Game Gear, 1995)

Gunstar Heroes (ガンスターヒーローズ) is a run'n'gun which was first developed by Treasur for the Mega Drive/ Genesis. The Game Gear port came out some time later and was done by M2. The Game Gear version was only released in Japan.
Like in Contra or Metal Slug, you need to make your way though each stage while being constantly swarmed by enemies. Some parts of the stages vary the gameplay, letting you run out an auto-scrolling screen, riding vehicles or sliding down a slope. At the beginning of the game you can pick your starting weapon out of four different basic weapons, and choose whether you still want to be able to move while holding down the fire button. You have two slots for weapons and can obtain new weapons during the levels. You can use the slots separately or combine both to a new weapon, giving you 8 possible combinations in addition to the four basic weapons.