i'm reallly not sure if i'm the best to talk about this as i know nothing really about importing, i never have done that in my life, but i'll tell you the sequels i drooled over and wished had come to north america

DREAMCAST:
Shenmue 2 - i know i know, it's on the xbox. not the same thing, tho. i want the dreamcast version.
and this isn't a sequel but why haven't we gotten even one single sakura taisen game? ever?

PLAYSTATION:
Puppet Princess 2 - i loved rhapsody, but i think i'm in the minority on that one.
Dragon Quest 5 & 6 - OMFG!!! where's the love? i want those games, dammit!
Front Mission 1, 2 - i loved fm3, 4 not so much, but really want to play the earlier ones.

SATURN:
Shining Force 3 scenario 2 & 3 - i'll second this. i really wish we'd gotten them.

SNES:
Terranigma - not released in north america at least. another game i really gotta play. i love this series.
seiken densetsu 3 - i've only played a lil bit of the rom and i thoroughly enjoyed it.
Star Ocean - again this is based on how much i liked the second star ocean game.
Ladystalker - mostly again cuz i liked landstalker

i forget what system it's for but i want phantasy star sega ages versions ( i think they did 1-3).

i can't think of any more off the top of my head. XD