I have Zelda, Godfather, the Wii Sports game (came with the system), Wii Play (mini game game), and Rayman's Raving Rabids.
Zelda is amazing and fantastic. I'm presently obsessed with the Godfather game, which is a ton of fun. Lots of cursing and such. The mini games that come with the system are pretty fun. The graphics are poor, but they're amusing and get you off the couch.
Rayman has been around a bunch of other systems. This was one of the first games out there to really use the Wii controls to their fullest. One of the most fun games I've played. Basically, a bunch of evil bunnies take over his planet, and he has to do all kinds of silly little games in a gladiator-style arena to get free.