I have a vast Dreamcast collection that includes a bunch of titles, and I have finally been sitting down and playing some of them. By far my favorite has been Headhunter (PAL). Think Metal Gear Solid type action with the same storyline, but in a futuristic setting and with some great looking graphics. It also has parts where you ride on a bike.
I hate the bike parts, but they are managable.
Regardless, the game is so good it has probably cracked my top ten games of all time. Quite the impressive feat! I also quite enjoy the following imports for my 'Cast:
Ikaruga
Shenmue II (PAL)
Boku No Tennis (so stupid, but kinda fun in a wierd way...)