Here is a list of games that are playable from CD-R
http://www.epforums.org/showthread.php?56169
the above is also my VGA compat list but they are all personly tested... (I do have more games to add to that (Just PAL region games though no new games) another member helped me with the list just not had time to add the info/credit him)
All the games I have are selfbooting (though I want to download them all again some time)
Welcome to the world of dreamcast
P.S. there are some new releases on the Dreamcast in the form of jap space shooters, well recent years, not sure how long ago the last one was made, there are also a few newer english games that are already listed in the list I linked that are also from recent years