I was also introduced to the industry by Touhou as well, and Touhou remains to be my favorite largely because of the music, which is godly. Touhou has some of the best (and consistently great) music out of any game series I like, and as such, it really adds to the experience. I've beaten Perfect Cherry Blossom, Embodiment of Scarlet Devil, and I've gotten to the boss of Ten Desires and Mountain of Faith.
Other than that, I have the eXceed series, which is a lot of fun. I have the Gundemonium collection, which is an interesting side romp. There's Trouble Witches Neo on the 360 which is also worth checking out. I'm not fond of their developers, especially since they call Touhou "garbage" despite the fact that they clearly draw influence from them, but I don't hold their game responsible for that. Exception and Astebreed are also some nice indie danmaku (Astebreed especially), and as for the West, Jamestown is definitely worth checking out as well.
Has anyone tried Akai Katana? I need to know if it's worth checking out.