As previously stated, Street Fighter 3 Third Strike. The best fighting game I've ever played.
Shenmue
Sonic Adventure, though I did like Shenmue quite a bit! Dreamcast is when games started to get bad, so I do not like the library as much as SEGA's previous consoles, though it is still on par with the others of that generation. Shenmue alone is probably worth owning a Dreamcast.
