I really liked:
Advanced wars (both, AW

ual Strike was a good TBS that allowed you to go super sayian and kick ass while AW

ays of Ruin was much more multiplayer balanced)
Castlevania (all 3, especially dawn of sorrow)
Meteos (NOT the disney one)
Phoenix wright (Great linnier "choose your own adventure" style game)
Professor Layton (DO NOT let the storybook style fool you, this game is not for kids.)
Mario Kart DS (the BEST MK IMO)
Puzzle Quest (its on every system, but hey...)
Metriod
Scourge: Hive (Grade A bargain bin title)
Geometry wars Galaxies: (What GW should have been in the first place, complete with upgradeable drone to help you)
Zelda (Wasn't as bad as Yahtzee made it sound, it was easy but lots of fun)
Kirby's fucking Canvas Curse (best use of the touchscreen ever. ever.)
Lost Magic (if you can get around the bad path finding AI and typical jrpg story, you have a pretty cool RTS/pokemon-collection game with spells you draw on-screen)
Lunar Knights (Unique game, kinda hack'n'slash JRPG)
All above I would buy again if my games got lost or stolen. There are a few others that I think are cool, but aren't the "must own" titles I tried making this list out to be. As long as you play fair, I also recommend one of those condemnable flash cards. I have all those games on real honest cartridges, but I don't have to carry any of them with me because they are all on my R4. It's pretty amazing what that convenience ends up doing for you.
Also, I have this case
http://www.amazon.com/Nintendo-DS-Lite-Game-Traveler-Screen/dp/B001GBETLS/ref=sr_1_49?ie=UTF8&s=videogames&qid=1229937193&sr=1-49
It's great because it slides into a plastic sleeve inside, and you just play it inside the case. It also has a nice pouch on the back where I've shoved up to 9 games in back (+1 in the system) to carry a total of 10 games with me. I've been able to cut that down because of that R4, but if you aren't interested in one, then the pouch is awesome.