Look at it this way:
The Wii has its exclusives and no major third party multiplatform games. Good third party exclusives are rare too.
Meanwhile, both the 360 and PS3 have their individual set of exclusives as well as all major third party multiplatform games and a few good third party exclusives each.
Lifetime sales show the Wii in front of the 360 and the PS3 with a significant lead. The 360 maintained a small lead over the PS3 for four and a half years now.
Now for the interesting part:
The above facts mean that both HD consoles have a bigger selection of good games than the Wii has, but despite this disadvantage Nintendo's console still found itself on top this generation. The only reasonable explanation is that the Wii's exclusives made such a significant difference that they completely offset the disadvantage of missing out on all major third party multiplatform games. Ergo, the Wii does indeed have the best exclusives, because if it didn't, then the Wii wouldn't have sold more than the 360 and PS3.
The Wii won the sales battle because it was innovative. It appealed to people who had never or rarely played games. Yes, it also appealed to Nintendo fans, but every Nintendo console ever made has done that, and the GameCube and N64 did not enjoy the Wii’s commercial success.
From the point of view of those new gamers, yes, the Wii has the best exclusive library. From the point of view of a hardcore Nintendo fan, it also has the best exclusive library. However, both of those categories are a minority on this site and other gaming websites.