My DC collection is unfortunately sorely lacking... Back when I got it it was already hard finding games (SEGA had already abandoned hardware production) and I relied mostly on backups for a long time. This has been changing in the past couple of years, as my interesting game collecting has grown (whereas before I'd regularly just trade games I'd completed for new ones). Anyhoo...
Cannon Spike - A very fun Capcom fan-service arcade game. Totally to the point and in your face!
Chaos Field - My only (for the time being) japanese game, it's one of the post-mortem DC shooters, by Milestone (Radirgy, Karous), the former Treasure employees.
ChuChu Rocket! - A very fun puzzle game, this cost me 3euro sealed!
D2 - My only (for the time being - I want Seaman!) american game, it's the sequel to Kenji Eno's famous Saturn and 3DO game, D. Nobody really does them like Eno!
Ecco the Dolphin: Defender of the Future - A superb, atmospheric game. As a fan of the original Mega Drive ones, this is actually my favourite of the series.
Jet Set Radio - Without a doubt one of the defining Dreamcast games, with a vibe that's all its own.
Metropolis Street Racer - Even if it might not be my favourite one of the series (PGR2 would be the one), this one probably has the most heart, with a lot of stuff like localized radios and times, along with the then unheard of Kudos system, making it one of the most special games on the DC.
Resident Evil Code: Veronica - the first RE to debut on the DC, now with 3D backgrounds. As a fan of Mikami, I just had to have it.
Shenmue - : )
Shenmue II - : )
Skies of Arcadia - for a long time my favourite JRPG by far (now with close competition from DQVIII and LO). SEGA have never done many RPGs but they sure got them right when they did them (PDS, PSIV and SFIII come to mind
)
Space Channel 5 - while not as spectacular as Mizuguchi's magnum opus, REZ, it's also a very original and fun game from the SEGA Rally creator, and one which would foreshadow his love for music themes (in fact, all of his subsequent games involved a strong musical component)
Virtua Tennis 2 - if not my favourite arcade game of all time, it's at least the one I'm best at! I never even enjoyed tennis before picking it up. It's so perfectly balanced it gives me chills. It was a real shame Hitmaker (now back to the AM3 name) didn't make Virtua Tennis 3.