Viewtiful Joe (great action title, haven't played the sequel, but it looks good, kinda reminded me a bit of Megaman and Devil May Cry)
Eternal Darkness (still one of the best stories ever told in a videogame)
F-Zero GX (still my favorite racing game of all times)
Soul Calibur 2 (the best fighting game the Cube has to offer, second to Smash Bros.)
Wario Ware Inc. (this is the party game you should get, forget about Mario Party)
Metal Gear The Twin Snakes (this remake is criminally overlooked, much better than the original IMO)
Resident Evil (aside from the remake of the first game, almost every single RE is available in the Cube, including 4)
Metroid Prime 1 & 2 (I don't care if I'm sounding like a broken record, but there's a reason why it's highly recommended in this thread)