There isn't any single game option for this emu, sorry.
- Download the Dreamcast binaries from here. http://chui.dcemu.co.uk/mame4all.html
- Extract them to their own folder like 'C:\Mame4all', or whatever.
- Place your MAME roms into the example rom folder, ie - 'C:\Mame4all\roms\'.
Although it it supposed to support a few v0.035, you'll need MAME v0.034 roms to play it safe. Check here for games that are supported
under v0.035, but there's no guarantee that they will work in Mame4all. You could
just download the image linked to by Anthony817 for roms.
- Place any corresponding (old style) MAME samples into the example folder 'C:\Mame4all\samples'.
If you need them, you can do a Google search for the old MAME sample sets as they don't use the same format in the current mame anymore.
- Using BootDreams, select the example folder 'C:\Mame4all', and create a disc image. I'd go with CDI, and then burn with IMGBurn. Use the dll from BootDream's 'tools' folder if IMGBurn asks for the padus dll.
- Test in NullDC before burning.
As far as recommendations, you could start by putting together a beat'em up collection.
I'd go with 'King of Dragons', 'TMNT: Arcade Game' (2player), 'The Punisher', 'Knights of the Round', 'P.O.W.', 'Cadillacs and Dinosaurs', 'Captain Commando', 'Final Fight', etc...
The emulator uses three different binaries, for three differing sub-sets of roms. You can find out which roms go under which binary by testing it under NullDC. Only select roms for 'Aged, Classic or Gold' to keep the disc menus at a minimum.
If you would like to download, and rebuild your own roms, let me know. I'll show you a method to downgrade most roms.