I would recommend Kega for Sega SG1000, SC3000, SF7000, Master System, Game Gear, and Genesis/32X/CD emulation, it even plays Pico games. :)
It's pretty much perfect.
Other than that, you'll need your game ISOs and a rom of the Sega-CD bios, but that's pretty easy to find.
I've never run across a game it can't play.
The launcher is bad, but you can run the games in other emulators.
See Run in other emulators on PCGamingWiki
I use Kega Fusion on Windows 10 and it works fine for me. Do note that I haven't tried running full screen with it.
I am having problems getting Kega Fusion or Higan to run on Ubuntu. I downloaded the Linux version of Kega Fusion from here http://www.carpeludum.com/kega-fusion/ I downloaded Kega Fusion 3.63x Linux and Kega Fusion 3.63x Linux Debian/Ubuntu Package with Plugins and extracted each's files, made sure the program "Fusion" was executable, right clicked it (did this with the program from both downloads), clicked "Run" and nothing happens. Any suggestions? I have no idea what I'm doing with Ubuntu.
I also downloaded higan v094 (GPLv3 source) from here http://byuu.org/emulation/higan/ and extracted its files, and couldn't find a program to run, and really don't know what I'm doing there either.
First experience with Ubuntu.
I'm going to take a break from it for now.