What a great system, too many fine quality games to list, Sega was at their peak, it was all downhill from there. There are still quite a few good exclusive games for the Dreamcast, although more and more are being released for this generation of consoles.
Some of my favourite ones include;
*Cosmic Smash-simple yet addictive
Rayman 2-the best version
Rush 2049-the best version
*Record Of Lodoss War-better than Diablo
*Red Dog-tough but fun
*Zero Gunner 2-my favourite shooter
*TimeStalkers-a love it or hate it RPG I can't stop playing
*Cannon Spike-short but sweet
*Expendable-see above
*Evolution 1 & 2-two beginner RPG's,put them together for a grand time,Worlds on GCN only contained 2 and a little of 1
*Shenmue-a hardcore gamers treat
*Omikron-see above,some say it's even better
*Metropolis Street Racer-major fun,great soundtrack
*Powerstone 1 & 2-gives Smash Bros. a good run for the money
Skies Of Arcadia-best sound = best version
*Soul Calibur-still rated as the best version
*Armada-great fun with 4 friends
*Bomberman On-line-see above
*Starlancer- a blast and still on-line
*4x4 Evolution-also still on-line
*Outtrigger-tough controls at first,fun with 4 friends
*Ogga Bogga-also great with 4 friends
*= still exclusive not counting PC or handheld
There are so many more as this is just off the top of my head.