Shenmue II is my favourite, but that's not on the list, so Shenmue 1. I have some fond memories of the Dreamcast, it's still the my personal favourite console design. Seeing it in person, it looks just right. Sonic, Soul Calibur, Skies of Arcadia, Metropolis Street Racer, Chu Chu Rocket and DOA2 were some of my other favourites. It's also the only system to have POD 2, not a great game, but one that I'm fond of (as well as the first POD on PC).
The controller had a nice idea with the VMU, but overall it was a worse controller than the Dual Shock, and only a small improvement over the Saturn "3D Control Pad". It was also slow to load and noisy (compared to other consoles) but it was pretty ambitious. It had quite a good library for such a short lived system.