Shenmue 1 left such an impression on me, it was just so immersive that you couldn't let go of you're controller. It had the same magic I felt when playing OOT for the first time - I still play it on my DC now.
But the game I loved the most has to have been PSO: ver II; the game was great but the community was what really made the game, we would talk about Dreamcast, Anime and stuff in general on adventures all day. Oh Sega! Come back!!
There was just so many great games for the Dreamcast: Soul Calibur, Samba de Amigo, Virtua Tennis, Shenmue 2 I could go on.
It was truly a console for the hardcore which was unfortunatly it's undoing...
At the moment i'm collecting every last classic Dreamcast game I can find - how about you guys?