This is a good idea for a topic, props!
-Landstalker - Great
-DJ Boy - Odd little beat-em-up. Definitely obscure.
-Gaiares - Excellent shooter, one of my favs.
-Fire Shark - Another great shooter.
-Renegade - DAMN HARD BEATEMUP!
-Transformers - Don't even try to beat this game. There's a running joke between my friends that this is the hardest game ever made.
-Double Dragon Advance - If you loved the arcade games, you'll absolutely cream your pants over this amazing remake.
-Silent Hill - It has a cult following now, but at the time I played it, I was just looking for a cheap Resident Evil fix... Boy was I surprised.
-Incredible Crisis - 2 words: Japanese insanity!
-Hog of War - Better than Worms 3D
-Thrill Kill - Excellent unreleased 4-player Mortal Kombat-ish fighter.
-Illbleed - Great survival horror game that got horrid reviews. Completely different than any other survival horror.
-Ikaruga - Could be the greatest shooter ever made.
-Giant Gram 2000 - Amazing Japanese wrestling game.
-Ooga Booga - One of the best unheard of titles the Dreamcast had.
-Sword of the Berserk - Awesome hack-n-slasher.
-Uo Poko - Great puzzle game that's a lot more than another puzzle bobble knock-off.
-Time Killers - Not really that good, but you can hack off limbs!
-Wrestlefest - Very fun WWF wrestling game
-Twin Cobra - The arcade that introduced me to the "overhead shooter"
-Renegade - DAMN HARD BEATEMUP! (Double Dragon's prequel)
-Track & Field - Prepare to wear your thumbs to the bone.
-Knights of the Round - Classic Capcom beat-em-up
-Chiller - Violence that was WAY ahead of it's time. Good for a laugh.
-Vendetta - One of the best beat-em-ups the arcades ever saw.
-Tattoo Assassins - I can't get this game to work on MAMEoX yet, but check out the info at KLOV
There's probably a million more, but these were off the top of my head. Dreamcast had soooooo many.