You can play it here

http://atari.com/arcade/arcade/centipede

It's really difficult, and I think that it might have been partially designed to suck down quarters. The best Atari game is this:

http://atari.com/adventure

...yeah it looks like crap, but he crammed it into 4K, and at the time there was literally nothing like it in the world.

Most people say this is the best Atari game:

http://www.atari.com/arcade/arcade/yars-revenge

...I still remember the rather lengthy comic book that came with the cartridge explaining the plight of the yars in their struggle against the armored cannon, or whatever.

ED: found the comic. I guess it's not that long:

http://www.atariage.com/comics/comic_thumbs.html?MagazineID=...