World of Goo (off of WiiWare) is pretty darn good, especially considering the price.
Super Mario Galaxy and Mario Kart are fun as well. Unfortunately, being that they're games by Nintendo, you still have to pay full price for them even though they've been out for a while.
Another good one is a Resident Evil 4. It's cheap and you get to point a gun (ah, Wii remote) at zombies - enough said.