Would be nice to have a compilation of every enemy we've killed.  Maybe put it in the menu where Badges and High Scores are?  If you have some higher resolution concept art for each of the monsters, then you could add those in as well :)  Maybe some data and descriptions about each monster, its abilities, etc.  Unless of course you'd like to leave all of that for us to figure out.  In that case, I think a bestiary with just a compilation of the monsters (even without data) would be nice to have.