Ah, another child hood favorite of mine that I still like very much to this day. I remember being SO obsessed with it in the early 90's. My first experience with it was when my brother had rented the Genesis/MegaDrive version, and it had digitized graphics. I thought this was really cool, but at the same time (for my age at that point in time) kinda scary. And I would always get in trouble for reciting the speech from this game back then.
Anyway, whether it be on Genesis, Sega CD, Super Nintendo, or even the original arcade version, it's great fun. The Super Nintendo is the most arcade perfect version, because you can pick what assignment you want to do first, like in the arcade version, and you don't have to redo it if you accidentally shoot a civilian, but the Genesis and Sega CD versions are great too. I haven't played the PSOne version yet though.