A little late to the thread, but I have had no regrets for my Dreamcast at all. Pretty much built a collection out of used games and Ebay buys, same goes for the accessories.
I have 4 VMUs, in red blue yellow and green. If you have a lot of games, you'll need em (Keep in mind any sports title will need nearly a whole VMU for season data, etc.)
Only deal with Ebay sellers that are reputable and have good pictures of the merchandise. Also make sure the discs are in good shape -- any big scratches will render a disc unreadable!
VGA box is easy to do and has beautiful graphics, but I use an S-Video for mine and its great on the TV that way too.
You'll want at least 2 controllers, if not for memory card management like me
Games? Anything at all really, if it's a SEGA arcade port, chances are it's going to be good.
Just got Confidential Mission today off Ebay and it plays just like I expected it to. Just need to find me a Dream Blaster light gun.
Enjoy games with DC!