Soul Calibur is my favorite fighting game on the DC. Illbleed and Blue Stinger (both made by the same company & director) are fantastic survival horror b-movie games. Shenmue is a cult favorite of mine. Virtua Fighter 3TB is cool. Seaman would be a great pick for a quirky game if it didn't require a dreamcast microphone. Sonic Adventure 1+2 best action platformer games on the DC. Jet Set Radio for that rollerblading goodness. Skies Of Arcadia is the best JRPG on the dreamcast.
Those are a few I played off the top of my head back in the day on my DC.