Here's the games I would recommend, some of them you can get pretty cheap from secondhand stores but you can always download the more pricey ones:
ChuChu Rocket
Crazy Taxi (i agree it's really overrated but seriously it's like $2 and decently fun)
Jet Grind Radio
Rez
Roommania #203 (there's an English faq online for this)
Shenmue
Sonic Adventure
Space Channel 5 (if you like music games)
Street Fighter III: Third Strike (if you have small hands the controller will KILL you in this game, though)
Typing of the Dead (you can usually find the keyboard on ebay for a decent price)
Worms (not played either on the dreamcast, but they're both good on the PC)
also because of this topic i came across this:
TYPING OF THE DATE
A typing game for the Dreamcast that teaches you typing skills while taking you through a dating game adventure -- will you find the love of your life? Anything's possible! Also included -- beyond the typing adventure -- are a number of minigames featuring the game's girls.
ahahahahaha