Dreamcast huh? Now you're talking my language
Alright, here's some good games that I either own or have played:
NFL2k1
Crazy Taxi
Resident Evil: Code Veronica
Sega GT
Ecco the Dolphin
Soul Calibur
Dead or Alive 2 (call me crazy but I like this better than Soul Calibur)
Virtua Tennis (this game is a hoot, and I don't even like tennis that much)
Legacy of Kain: Soul Reaver (if you haven't already played it on the psx then definately try it for the Dreamcast)
There are plenty of good games out there, it just depends on your budget. At my local best buy they've got a whole bunch of games on clearance and most of them are only about $10 so even if the game isn't the best of the best it's at least worth $10. For example: Wetrix and Sega Rally 2, they aren't the best games out, but for $10 a piece you can't really go wrong.
If you want sports titles real cheap then you can pick up the Sports Edition of the dreamcast (or whatever it's called) for $160 and you get both nfl 2k and nba2k (I think).....plus it's a sexy black color

Or you can pick up a regular dreamcast and then buy whichever sports game you want separately. I know that nfl2k is only $20 and I'm sure that nba2k and nhl2k will be around the $20 mark soon if they're not already there.
If I think of any other games I'll be sure to post them.