I would recommend Sonic adventure 1 & 2, Soul Calibur, Jet Grind Radio, Street Fighter Alpha 3, Shenmue 1 & 2 (not for everyone, but I loved them), Soul Reaver, Marvel vs Capcom 2, Crazy Taxi (The 1st one only, didn't really care for the 2nd one). and Resident Evil Code Veronica.
Granted, you can get many of these games on other systems now, but these are some of my favorites for the system.
In terms of Shooters, I don't know of many other than the ones you mentioned, although I know many exist for the dreamcast as well as the saturn.
In fact, my friend Panzer Zwei recently wrote a blog about such a topic, you should check it out. (Personally, I don't think anyone is more knowlegable about shooters on Sega systems than Panzer Zwei.)
http://www.gamespot.com/users/Panzer_Zwei/
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