Keep it limited if all possible to Shmups and RPGs.
Bring 'em on !!
I remember VirtuaCop for Saturn being good. As long as you get the gun to go with it.
When I say Shmup, I mean like Radiant Silvergun, Gradius, Darius, etc… You know, space shooters done in horizontal or vertical, not FPS.
Still. If you like arcade style shooters.
I had a Saturn for like 5 minutes. I sold it and used the money for a N64.
EDIT: Had to look at an old list of games. Here are some good Saturn games:
Ogre Battle
Tactics Ogre
Panzer Dragoon Saga
Any of the Shining series
Saturn:
RPGs -
Albert Odyssey: Legend of Eldean
Dragon Force
Panzer Dragoon Saga
Shining the Holy Ark
Shining Force III (I have not played it, but I heard it’s good. Preferably get all three parts rather than just the one released in the US)
Other Games -
NiGHTS: into dreams
Panzer Dragoon
Panzer Dragoon Zwei (Both PD and PDZ are railed shooters, almost a 3D Gradius)
DC:
RPGs -
Skies of Arcadia
Grandia II
Shenmue (And Shenmue II if you’re willing to import it from Japan or Europe (preferably Europe) and get the DC boot disk. Saturn knows more about that than me)
Other Games -
Crazy Taxi
Sonic Adventure
Soul Calibur
Power Stone 1 & 2
Basically, listen to only Mr. Saturn and me. >.> He’ll be popping in this thread within 24 hours most likely, and while he may disagree with Shenmue I and II, his opinion is still very well educated. Also, there might be some hella fun games I’m forgetting or haven’t played, so I might add some more.
Also, I would suggest against getting Shining Wisdom. For the most part, I’ve heard it was a rather bleh game and not worthy of the Shining title. Plus, for copyright issues, Working Designs had to sorta butcher the translations of names, so the game doesn’t fit as well into the overarching Shining story as the rest of the games.
Dreamcast- Shenmue 1 + 2, easily. also skies of arcadia and Grandia 2 if not owned for other platforms.
Saturn- NiGHTS. Maybe not one of your preferred genres but well worth getting and playing nonetheless. Also look at getting it so it can play jap games, shining force 3 in Japan had a special bonus disc not released in the US/UK to my knowledge.
Japan had three chapters for Shining Force III. US only got the first chapter. Plus, Japan had a weird Premium Disc thing, but trying to find it and buy it costs like $300.
Unless you are the biggest fan of strategy RPGs ever, I would not reccomend importing scenarios 2 and 3 of SF3. SF3 scenario 2 has arguably the hardest battle ever created in a strategy RPG, and not comprehending japanese makes it only more so. SF3 is wildly fun though, one of my favorites. I’d also reccomend Iron Storm if you geek out all about WW2 military crap and planes and whatnot…
Well, if you import Scenario 2 and 3, Shining Force Central has a translation of both scenarios. But reading pieces of paper takes something out of the game, I’m sure.
If only they’d release Shining Force 3 Complete on GBA or something. Bastards.
I hear there’s this game on Saturn called Radiant Silvergun. It’s supposed to be good, I guess…
Seriously, though, Radiant Silvergun is the finest game I’ve ever played. The finest. Perhaps it’s even the finest game ever made. I’m not sure, cause I haven’t yet played “My Cooking” for Playstation. Aside from Radiant, there’s a game on Saturn and Playstation called Soukyugurentai that’s an excellent shmup, and let us not forget the Gradius and Salamander collections that were released on Saturn. The best of the best on Dreamcast, though, is divided between Psyvariar and Ikaruga. For something different, try Cannon Spike. It’s shmup-esque, and kinda fun.
For non-shmups, I have to agree with the others in reccomending NiGHTS. Also one of the finest games I’ve ever played. Check out Saturn RPGs like Albert Odyssey, Panzer Dragoon Saga, Shining Force III, and Magic Knight Rayearth. The fighting games on the Saturn (meaning Street Fighter Collection, Street Fighter Alpha/Zero series, X-Men vs. Street Fighter and Marvel vs. Street Fighter, Vampire Savior, King of Fighters, etc) are amongst the best arcade ports I’ve seen.
On Dreamcast, there’s always the RPGs like Grandia and Skies of Arcadia. Some people like Shenmue, though I always hated it. I did, however, always like the quirky games on Dreamcast, like ChuChu Rocket!, Space Channel-5, and Samba de Amigo. My favorite DC game is The Typing of the Dead, which is just a blast. You type at zombies to kill them. The Resident Evil ports on the Dreamcast are also excellent.
Last I heard (a couple months back), someone was working on actually translating Scenario 2 and 3. So, there’s hope yet.
RPGS? Dreamcast? Hah!
Just kidding 
The only shmups i have for DC are:
Psyvariar 2 (short, but good)
Trizeal (lol at your signature)
Chaos Field
Cotton (sucks, NGPC version is better, which doesn’t say much)
Ikaruga (very meh, but its treasure, so i had to buy it)
Then for RPGS i only have:
Shenmue (i hate it, but thats just me =\ EDIT: Yes! Sat hates it with me :D)
Memories Off Pure 2nd Series (an h-game =)
LIEN (h again)
Suigetsu Mayoi-Gokoro (h some more)
Every RPG released in NA for DC sucks. Evolution, Time Stalkers, Grandia 2, all of them blow.
PS: I’ve got some play-asia coupons, if you’d like to use them to import ^^;
PPS: Crazy Taxi is the best game ever. BUY IT NOW.
Saturn
What I’ve got : Albert Oddysey : Legend of Eldean, Shining Force III, Legend of Oasis, NHL 97(Pukes) and Resident Evil.
What I’m definitely considering : Far East of Eden 4, Radiant Silvergun, Soukyugurentai, Darius Gaiden.
DC
What I’ve got : Chu Chu Rocket, Border Down, Psyvariar2, Zero Gunner 2 and Ikaruga.
What I’m definitely considering : Chaos Field, Trizeal, Skies of Arcadia.
Keep em coming, people.
If you’re a fan of Landstalker, I highly recommend Dark Savior. It’s a spiritual sequel to Landstalker on the Genesis, and it’s one of my favourite Saturn games. It’s basically an isometric view platform jumper/RPG with flawed, but interesting one-on-one “fighting game” battles.
Also, I hear Cannon Spike and Gunbird II are pretty good Dreamcast shooters, though the former isn’t quite a shooter.
Dark Savior is good. I’ve spent years looking for a copy of Legend of Oasis after my original Saturn and all of its games/accessories were stolen back in the mid '90’s. I remember it being pretty darn fun.
And put NiGHTS on that consideration list, damn it. It’s fantastic. It’s like the mix of a platformer and a shmup, only without a fire button… anyway, it’s fun. And the music’s incredible.
For Saturn, I’d have to reccomend Daytona USA (>:D), Castlevania SotN, Megaman X4, Langrisser 4 & 5, Panzer Dragoon Saga, and that’s about it. You already have Albert Odyssey, and that’d be the only other thing I could think of.
Dreamcast doesn’t have a lot of particularly amazing games…I’d tell you, get Grandia 2, and Spawn: In the Demon’s Hand. I really didn’t enjoy much of the Dreamcast selection, but trust me when I say I THOROUGHLY enjoyed the few games I did like. 
DAYTOOOOOOOOOOOOOOOOOOOOOOOOOOOONA
Daytona, let’s go away (let’s go away-ee uh)
Daytona…
Daytona, let’s go away (let’s go away-ee uh)
Daytona…
Actually, I do suggest that game and its DC counterpart. The Saturn was just a great arcade port, and the DC is just fun with crazy cars like the Pywackett Barchetta Super or Rule of the Ninth. Plus, the Saturn’s music KICKS ASS
And you definitely need to put Dragon Force on that being considered list. It’s probably the best strat RPG ever, and it’s like none you’ll have ever played. I hope the PS2 rerelease comes to the US. 
Is it possible to have more impressions on Nights ? Curiosity has bitten me… As for Dragon Force… If I can get it cheap