If you have the big N in your blood, you wont like any of sega's games... but if you approach sega for what it is (which is totally different from nintendo) you will have a great time... i suggest starting from the NAOMI arcade ports, which are mostly perfect translations:
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You can look at it as a collection of the very best arcade games of the 2000s from all genres.
If you want to look at Dreamcast as an extension to your nintendo collection, you have to try the Sonic Adventure series (especially SA2), Rayman 2, Napple Tale, Super Magnetic Neo, Looney Toons Space Race, maybe Soul Calibur.
Again, sega's ideology and game style is very different from nintendo (that's what makes the combination of both so good), if you look from the eyes of a nintendo fanboy, you will hate all sega games... if you look as a gamer in general, you'll be surprised how deep sega's world is