My favorite third-party games:
Red Steel 2
Lame story and mission designs, but frickin' awesome sword-fighting mechanics. And pretty.
Tons of fun, if you're up for a challenge. Also a good example of a game that can only work well on Wii (and DS).
Pro Evolution Soccer
I've played several soccer games over the years, but PES on Wii is easily my favorite way to play. Pointer controls FTW.
Zack & Wiki
If you like traditional point-and-click adventures, are up for a challenge, and can stand the cutesy art style, go for it. If not, avoid.
And my favorite first-party games (need no explanations):
Metroid Prime Trilogy/3
Mario Kart Wii