I think you forgot a sort of anti-heroine/heroine that deserves a nod: Mona Sax from the Max Payne series. She's might wear tight-fitting clothes, but she's a smart, determined, and dangerous enough to sometimes rival Max.
While I had the Genesis and a hearty selection of games on it, my more nostalgic memory of Sega came from the Game Gear. I remember getting a Sega Game Gear bundle for my 10th birthday with Joe Montana Football and the terrible rendition of Sonic 2 with it as well.
It was Joe Montana Football that taught me how easy it was to literally glitch and break the game. Since the game didn't have statistics or any sort of changes from one team to another, it didn't matter if you were the 49ers or the Patriots. So from time to time I chose at the time the New England Patriots (during the period where they were nobodies) and ended up breaking the game by doing consecutive 30 yard passes and TD passes almost every two minutes, and intercepting the ball almost every chance I had. Regular season games had me win by 105-0 with my Super Bowl win at about 77-3. Even in a generation of Game Genies and the rising of Game Sharks I learned from Sega's perennial football game that some games can be conquered if not destroyed without physically cheating.
I would imagine you would mention Metal Arms: Glitch in the System. It had good graphics, great gunplay and action, funny moments and a lot of fun times had.
Steven Seagal in Shadow of the Colossus would be amazing. It would make for every colossi to have its weakpoint right on the neck, so it would be for him to snap.
If there is one great piece of gaming merchandise worth noting, it's the Heavenly Sword letter opener modeled after the sword in the game. Cool enough to open letters or threaten co-workers.