I'll probably go for one of their more arcadey titles or actual arcade titles. Sega seems to do better when they stick to action.
Daytona, Scud Racer, Sega Rally, VF, Panzer Dragoon, Golden Axe were some of my favorites. It's hard to pick the one great game because Sega made so many different types of games. Oh yeah, SOA is great too but it probably won't rank as high in its genre as some of the other Sega games.