You could pick up an action replay 4 in 1 for imports or look into getting a mod chip to play imports.
Cool. I found a website that sells both the 4 in 1 action replay and s-video cables. Not sure if I can link it here though. So all I need is the action replay to be able to play imports without requiring anything else?
The Saturn natively supports composite, s-video, and RGB, so get whatever one of those works best on your setup.
Test the system for a dead internal battery. If it asks you to set the date and time every time you start the system, open up the back panel and replace the CR2032.
My Dreamcast would do that whenever I stopped using it for a long time. I think it recharged while it was on though. I guess this is different, and you actually have to replace the battery?