@myst
I've never owned one of these systems too, except DOS Just played with friends' Dreamcast and PSP once or twice...
But some of the systems, like Coleco and fba_libretro (MAME alternative) are very impressive.
In the meanwhile I've removed some systems from my Recalbox though, as they are (almost) Japanese and not so important to me: sg1000 and fds.
Further, for fba_libretro, I just copied background and music from neogeo, because I use it also for NeoGeo emulation and so this is a good option. Metal Slug is fine
In conclusion, personally I'm only missing coleco, dos, dreamcast, pcenginecd and psp for now
Regarding your questions:
I think Shenmue is a good option for dreamcast!
For PSP I'd use another one, because God of War seems not to run good on Pi3, so it's not for everyone. Maybe Lumines, LocoRoco or Patapon? They all seem to be exclusive.