I came here looking for a reasonably priced Dreamcast VGA cable or box. After looking around a bit, it seems like it would be an appropriate project for a first-time wielder of the soldering iron. The closest thing to a mod I have ever attempted is replacing the spindle on my PSX, and that did not go well. Right now I'm playing through RE: Code Veronica and Mother aka Earthbound Zero. My favorite game of all time is Chrono Trigger. I wish I had the box and paperwork for the original cart! I've seen the packaging sell for $50 on eBay, without the game. e: One of my biggest video-game related regrets is that I have never played Sega Saturn.
You should immediately buy a Sega Saturn and get Guardian Heroes. You could also buy Guardian Heroes on XBLA, but where is the fun in that.