We will not be telling you where to find ROM files for Sega games. That is illegal. Anyway, the other day I was on the phone with a friend who told me about Archive.org. It sounds like a nice website.
Some titles we’d recommend: Sonic the Hedgehog 3 & Knuckles, Gunstar Heroes, Streets of Rage 2, ToeJam & Earl, Altered Beast, Phantasy Star IV, Shinobi III, Comix Zone, Contra: Hard Corps, Ecco the Dolphin, Castlevania: Bloodlines, Dr. Robotnik's Mean Bean Machine, Disney's Aladdin, Monster World IV, Street Fighter II, Rocket Knight Adventures, Strider, Space Harrier II, Mortal Kombat II, Virtua Racing, Snatcher, and Final Fight.