I upgraded my handheld emulation setup and can now do up to Dreamcast (N64 and PSP too) on the go but I don't really know what to try out. There are a couple of DC games I've played the PS2 versions of like Resident Evil: Code Veronica and Dead Or Alive 2, which I used to test out how well Redream and Flycast worked but beyond that I'm not sure what to grab 
It would be fun to give Saturn emulation a shot as well but I'm not sure if it'll even be playable. From what I've read, in terms of emulation on Android devices, Saturn sits somewhere between the DC/N64/PSP tier and the Gamecube/PS2/3DS tier in hardware requirements. I figured I might as well ask for MD/Genesis recommendations to round out the Sega systems.
Soul Calibur is my favorite fighting game on the DC. Illbleed and Blue Stinger (both made by the same company & director) are fantastic survival horror b-movie games. Shenmue is a cult favorite of mine. Virtua Fighter 3TB is cool. Seaman would be a great pick for a quirky game if it didn't require a dreamcast microphone. Sonic Adventure 1+2 best action platformer games on the DC. Jet Set Radio for that rollerblading goodness. Skies Of Arcadia is the best JRPG on the dreamcast.
Those are a few I played off the top of my head back in the day on my DC.
Oh also check out Gundam Side Story it's a fun mecha fps game that's pretty good for an anime game.