for 3d sonic games, absolutely sonic adventure 1 and 2, sonic got debatably worse after this
Sonic adventure DX (has PC port) has a lot of improvements over the old dreamcast game especially running 60fps and using newer graphics. the chao garden is upgraded to match 2
Sonic adventure 2 battle (has PC port) has a few things different, chao garden features are vastly upgraded especially.
if you're wondering whats a chao garden, just something you'll spend thousands of hours on easy
other sonic games that i PERSONALLY enjoyed and didn't have any issues with
Sonic Rush (DS), very fast and REALLY good soundtrack by hideki naganuma (jet set radio)
Sonic Generations (the remaster sonic x shadow generations has the original game plus the shadow storyline which is brand new and very good) just combines all of 2d and 3d sonic in a nice package.
for genesis/megadrive games,
sonic 3 and knuckles, is a classic and will remain a fun game forever
if you can get the "Sonic Origins" collection its definitely really nice and lot of features NOT on the old versions (sonic 1 2 3 and CD, you can spindash in sonic 1, amy rose is playable on all games, widescreen, extra challenges, lots of new options and features and even new cheat codes lots more i can't remember i'm sure)
Jet set radio, but i'd more recommend jet set radio future (original xbox ONLY, emulation is great for it)
all of streets of Rage, but if you're gonna play 3 play the JAPANESE ONE IT"S STUPIDLY MORE EASIER
streets of rage 4 is kinda neat, a couple unlockables (even retro characters form SOR 1-3) lot of moves to unlock, just cool game overall
gunstar heroes is a fun game, there was a newer game on GBA that's possibly the best looking GBA game i've seen
Guardian heroes (saturn, and a xbox360 remake) very fun beat em up with RPG levels and stuff,
the xbox 360 remake is super fancy and i highly recommend that one (360 emulation works good for this game), advance guardian heroes in on GBA is sorta a sequel but very different gameplay
crazy taxi series, i mean you can skip 1 and 2 and go straight into 3 (it has both other games maps/content i believe?) prob want the dreamcast 1 and 2 for the amazing soundtrack, 3 removed a lot of music (especially offsprings All I want, aka YA YA YA YA YAAAA!!)
the pc version of 3 can be modded to whatever music you want btw
shining force series, think of it as low budget fire emblem, but easier possibly
shining force 1 is the only one i've finished
i played it on genesis it's pretty nice
theres a GBA remake (i call it remake, there's so much different about it, a few new characters, new graphics, some few tweaks of stuff, slight new content like collecting cards)
Gauntlet 4, as a genesis exclusive, it's pretty much standard hack and slash, and a quest mode that's kinda lengthy (passwords and such, save states in emulators works fine) it's 4 player co-op also!
i absolutely loved power stone 1 and 2, moreso 2, for 4 player versus!
think of it like 3d smash brothers.
while it's not really SEGA, it was exclusive to dreamcast for a while
it was ported to PSP (1 and 2, looks better on dreamcast imo)
it's in the capcom fighting collection 2 (1 and 2, BUT it's arcade ports, missing the shop and item mixing and adventure more and custom battle)