I'd say Vice City Stories. I was a huge fan of the Xbox version, and whilst not as good, it's still an enjoyable and fairly expansive game. I'd say Metal Slug but it hasn't got the save anywhere feature the Wii has, and when each game takes 45-60 minutes to complete it's sorta needed for a handheld
If you like sports, definitely get MLB:The Show (either o6 or 07). It's the best baseball game out for any system, by far. Hot Shots Golf is also a great portable game.
Racing games work really well if that's your thing and so do puzzle games. Most shooters haven't really impressed me that much but Medal of Honor and Socom were really good.
i think loco roco is the best game for the system. it's original in gameplay and style. it isn't a derivative of a franchise that you can play on a console, and it's incredibly fun.