Congrats on beating Magneto, dude! That's no easy feat. I must have been on default difficulty when I beat it (what is that, like 2 stars, or something?), but I feel like I remember hearing somewhere that the difficulty in COTA doesn't actually change at all, no matter what difficulty level you set it to. It's always the same amount of incredible pain to beat even the first opponent. What character did you beat it with, by the way? The cool thing about the Saturn version is the code to set it into the arcade revision mode. I can't remember the rev number, but I think it might have been one of the more popular revisions, for tournament play. Not that I could even tell you what's different, though.
It is great playing Saturn games with a decent arcade stick. I have the Japanese Virtua Stick HS-0136. It looks beautiful, but the parts aren't quite arcade quality, and it has a square gate, so it's not exactly ideal for fighting games. I was playing X-Men vs Street Fighter some more, recently, though. It really is just a wonderful home arcade machine.
I also popped in D&D Shadow over Mystara, for a little bit. I've always been a little disappointed by that port, but I actually wasn't as bothered by the loading this time. It's more frequent than I'd like it to be, but it's not very long, aside from the title screen loading. The only other real issue is maximum two player multiplayer, but it's pretty solid aside from those two issues.
I've been slowly plugging away at Madou Monogatari, which is a very different experience from the original. It's much more of a traditional RPG, by comparison, and the only real "hooks" are the list of different attacks in combat (which is pretty much a staple of the series), and the SP gauge, which works a bit like Trances in FFIX, but only powers up a selected move for one round. Also different characters have different methods by which their SP gauges actually fill. It's not that interesting, but bosses also have SP gauges. I guess the star levels on equipment is a little different, but it's not that special. I basically just run around with insta-death weapons, and healing armor on Lulu and Arle, and I just have the third character do whatever, because it doesn't really matter. I've had some trouble being motivated enough to play it lately because it's just such a bog standard affair, and the dungeons have gotten really long, boring, and replete with umpteen-thousand random encounters. The graphics and music are good, but not great. The plot is paper thin, and it's mostly a character driven story, but it's just not great. Sometimes the banter between characters is kind of fun, but a lot of the time it just hangs out there like a windsock in the breeze. I'm kind of really tired of Shezo at this point, too. I do have MoMoMo in my party now, though. That's kind of neat. It'll be nice to finish it up, hopefully this weekend, and put it back on the shelf.