Finally managed to hook up my Dreamcast to my home theatre. So I will be personally verifying which games have surround sound, whether its undocumented or documented(says on game case).
The most common format is Dolby Surround(Pro Logic I), because the Dreamcast was discontinued before Dolby Pro Logic II became popular in 2001/2002.
Undocumented:
-Virtua Tennis(lots of centre channel use)
-Sega GT(actually uses rear channels for rival car noises)
-Test Drive Le Mans(surround effects seem to be amped up during replays)
-Metropolis Street Racer(game intro sounds impressive, but the rest of the game has rather scarce surround effect)
-Tokyo Xtreme Racer 2(the music is mixed in surround like Ridge Racer V)
-Ikaruga(the game has constant surround effects, can/should be cited as a Dreamcast game with full surround sound)
Documented:
-NHL 2K
-NHL 2K2
I will be updating this list as I go through more games