KallistiOS is pretty much the way to go for any sort of homebrew development on the Dreamcast -- and I'm not just saying that because I maintain it
. As far as I know, it's the only continuously maintained, legal Dreamcast homebrew library.
Probably the best source for information on homebrew programming stuff is the DCEmulation Programming Discussion forum:
http://dcemulation.org/phpBB/viewforum.php?f=29 . Most of the active homebrew developers hang around there. Also, if you do IRC (as any good programmer should), you can hang around in #dreamcastdev on chat.freenode.net.
Honestly, you'll probably find a lot less information out there about using WinCE or the Katana SDK, as most of the homebrew community has frowned upon that for a long time. Sega kinda left us to our devices early on and didn't bother us since we didn't try to use their software without licenses.