I only own a Dreamcast. I only got it really to own the original versions of Sonic Adventure 1 and 2 to see how they were like. (The difference between the SADX and original SA1 models is pretty jarringly different). I also got Sonic Shuffle... but the less said about that game the better... let's just say Sega's attempt to compete with Mario Party did not work at all.
I've got a Mega Drive (never played) and a Dreamcast (played for about an hour).
I plan to get Shenmue I and II for DC at some point when I can kind them for a reasonable price. I was looking out for Jet Set Radio as well but somebody bought me that on Steam instead so oh well.