Oh man, very hard decision, although nostalgia combined with my love of giant robots would say;
Tech Romancer
Chōkō Senki Kikaiōh
I've been reading upon the release since 1998 and playing direct Sega Naomi-board arcade titles soon to be released on Dreamcast Power Stone, Marvel Vs Capcom, Spawn In The Demons Hand and Tech Romancer that lead me to pre-order the system. Although my first few games I bought were Psychic Force 2012 and The King of Fighters Dream Match 1999 I was greatly anticipating Chōkō Senki Kikaiōh!
personal favorite dreamcast games @giantbomb