To be honest...not that much? It's weird, because I fought for Sega during the console wars, but looking at my writing homepage, while I've got numerous Nintendo IP sections, Sega doesn't do too well in terms of representation outside Sonic.
But that said, looking up their game list on Wikipedia:
Bug!: Played this on a friend's Saturn. Enjoyed it at the time, but it left no real impression on me.
Clockwork Knight: See above.
Ecco the Dolphin: This left more of an impression. I only played The Tides of Time, and could never get past the first level. Ecco is...weird, but it's an interesting kind of weird. It's certainly a memorable weird for me due to its atmosphere and soundtrack.
House of the Dead: Enjoyed the first two games, cheesy as they are. Fortunate enough to have the second game on Dreamcast. I mean, it's no Resident Evil, let alone Walking Dead, but if you want a rail shooter where you shoot zombies and get to listen to questionable voice acting, House of the Dead is right up your alley.
NiGHTS: Played a demo of this on my same friend's Saturn. It was...weird. That's all I can say.
Sega Rally Championship: Played a game of this on another friend's console way back in the day. It was...fine, I guess? I'll be honest, racing games aren't really my thing outside kart racers, and even they went on the backburner for me.
Super Monkey Ball: Had the first game in this series on my Gamecube. It's...fun. That's all I can say. Fun. Also the sound effects of the monkeys falling down is both hilarious and adorable. And I never get what the people in those windows in some of the stages were doing. Dancing?
Toy Commander: Dubious as to whether this counts as a Sega game since it was only published by Sega, but hey, I enjoyed this game a lot in the day. It's not the first game to go with a 'toys to life' theme, but it's one of the more creative ones.
Virtua Cop/Virtua Fighter: I played them. They were fine. Moving on.
Road Rash 3: This can be called a Sega game only if one includes console-exclusives, since it was developed by EA. And despite being developed by EA (believe it or not, I used to be attracted to EA games if only for their "challenge everything" slogon that kept coming up on the loading screen), this game was a tonne of fun. There's something to be said about riding bikes while beating the shit out of fellow racers.
Bonanza Bros: Had this on my Megadrive. 2 player was hard because my second controller didn't work properly (it was a specialist controller, and I never got a standard second one), but I enjoyed playing it. Music is good, and I like the cartoony atmosphere.
Alex Kidd: Played the last Alex Kidd game. It was meh.
There's various other console exclusives I've played on the Megadrive (Castle of Illusion, Jurassic Park (the good version), Talmit's Adventure, etc., but I already stretched things with Road Rash and Toy Commander, I don't need to stretch things further.
Looking at the list of IPs Sega has, I can kind of say that Sega strikes me as a jack of all trades, master of none sort of publisher/developer. They've got a wide variety of IPs, but how many of them made it to the mainstream outside Sonic? What happened to the likes of Ristar, Vectorman, Ecco, or Bonanza Bros? Why was Phantasy Star eclipsed by Final Fantasy? These are rhetorical questions, but overall, nowadays, Sega stays more in my mind as a developer. I mean, I grew up with Sonic, I'm still a fan of Sonic, but aside from a few exceptions (e.g. Ecco and House of the Dead), none of Sega's other IPs really gelled with me in the same way as, say, Nintendo's did. Which is kind of in the opposite situation, because while I'm not really a Mario fan, Nintendo gave me IPs like Advance Wars, Metroid, Fire Emblem, Golden Sun, Legend of Zelda, Star Fox, etc.