SEGA recently discussed its earnings in 2009, Mario & Sonic, missing sales and supporting the 3DS.
According to Andrisang, SEGA's Naoya Tsurumi felt that Mario & Sonic at the Winter Olympics performed lower than expected with a combined Wii/DS total of 6.53 million units worldwide. Despite achieving a solid number, SEGA were hoping for at least 7 million in the period.

Tsurumi feels that "movie-like games" in Europe, like Final Fantasy XIII from Square Enix and Activision's Call of Duty, "ate into SEGA's own titles". So the company are hoping to eat their own way into the market with more cinematic, "Hollywood-style" games, but won't just focus on that market.
3D is an area SEGA hope to exploit, with Tsurumi affirming a definite yes to working on Nintendo 3DS: "I believe 3D will become a big wave. The Nintendo 3DS is a landmark hardware. We'd like to invest heavily in it."
For the current fiscal year, SEGA plans to release between 12 and 15 new games, some of which will include fresh IPs.
SEGA also want to continue supporting the download market. It is growing, and although packaged, retail games will still be their core market, SEGA intend to bring both virtual console and new games to the various dlc platforms.

And finally for the UK readers out there. Will Mario and Sonic be dashing around London town in the 2012 olympics... Tsurumi says: "No comment on that", with a laugh. Surely a sprinting hedgehog and his porky plumber friend would be a better alternative than the official London 2010 ever-so-slightly creepy mascots (above)?