Roche Fusion coming in Jan 2015 to Steam. It's a stationary shooter like Galaga, but with 100X more action. Looks kinda slick. It will more than likely end up in my library at some point.
Sky Force Anniversary is an AWESOME looking shooter from polish developer iDreams. It looks like a 19xx game with a facelift. The game is currently on iOS and is being retuned for the PC. I'm really looking forward to this. It will be coming to Steam sometime in 2015.
Leave Home is another game that's soon to be released on Steam in 2015. It's unique looking with retro 3D graphics and varied neon color palette. Seems really fast paced and hectic. I'm definitely interested in this. It's currently available on 360 and the PC outside of Steam for $5.
Super Robot Vulkaiser, from Astro Port (creators of Gigantic Army and Satazius), was Greenlit and looks to be coming to Steam in 2015. It's old school shmup based on a GATTAI mechanic that looks pretty interesting. The art style looks to take it's cues for 70's and early 80's anime. I'm looking forward to this STG.
There's also Armed Seven, Arkadianax, Overdriven that's on its way over as well as a few other Shmups that I'm too tired to list.