Usually depends on the amount of people I'm playing with.
2-4 Dreamcast: Powerstone 2, Bomberman Online
4 and up Saturn: Saturn Bomberman, Guardian Heroes.
There are always exceptions of course, but this is usually how it goes so that everyone has a chance to play when a bunch of my friends are hanging out.
When I'm by myself? I play PSX
*ducks* it changes based on whatever game I'm into at the time, currently it's Dragon Force. But yea, I play PSX a lot atm too, Symphony of the Night and Megaman X6 heh.