The last Dreamcast game was DUX by developers HUCAST.net & KonTechs Ltd. It was a shmup that was released in both a limited edition package (with the OST) and a regular edition, which is still available on Play-Asia.
The next game for the console that — Just. Won’t. Die. — is Rush Rush Rally Racing, a top-down 2D arcade racer from Redspotgames. There’s a full feature list available at the link along with a pre-order option but from a quick glance, the game seems to feature an online leaderboard. As you’d expect, RRRR is region-free and it’ll cost you €15.00 when it releases in October.
Now all we need is for SEGA to release a limited run of Project Needlemouse for Dreamcast in 2010.