Nice graphics, damage flashes, and explosion animations. Good variety of enemies with different patterns of movement and fire.
There really needs to be some visual indication of the player's health. Also, defeated enemies should at least occasionally drop health pickups.
Also, the first boss was very difficult--I could barely get a hit in edgewise.
I did not get any sound. If you didn't implement sound, you should consider it. A little bit of effort goes a long way toward improving immersion.