Sega was good competition while it was around... but now they're making some games on OUR side >:)
But if there's one Sega game I've absolutely adored to death (some disagree, and some people might flame me for liking something not Nitendo related), it's Ecco the Dolphin.
I have the PC version, which is like five years old, but it's still good to me. Being my first experience with Ecco (and the first and only Sega game I've ever liked), being able to see the cutscenes and enhanced music, and getting annihilated by ice blocks and Trilobytes every second... those were good times.