Yeah, I routinely find them for $5-$10 a pop here.
They are pretty good. Especially soft-modded. Tons of emulators available for them. You can even play legit Sega CD games straight off the disc.
The legit library is good too. For games that were multi-platform they are generally higher visual quality on the Xbox (get the HD kit) and many have Dolby Digital 5.1 audio.
Simpsons Hit & Run is a lot of fun with 5.1.
Soul Calibur 2
Dead or Alive Ultimate
Ninja Gaiden
Sonic Mega Collection Plus (one of the only collections that includes the game gear games)
It's a great console.