I have missed out on DS games so far but I'm looking to catch up with the 3DS. What games are MUST have?

Golden Sun: Dark Dawn
World Ends With You
Big Brain Academy

Edit: for Must haves(include the 3 above)

Final Fantasy III

Final Fantasy IV

Final Fantasy: rings of Fate

Mega Man Zero collection(also but Megaman ZX and Megaman ZX Advent)

Castlevania: Dawn of Sorrow/Portrait of Ruin/Order of Eclessia

Kingdom Hearts 358/2 days

Radiant Historia

Rythmn Heaven

Super Mario Bros.

Pokemon D/P/Plat/B&W(obviously)

I was definitely thinking Mega Man, Castlevania, Super Mario Bros, and Pokemon for sure.
How does the Kingdom Hearts game fare to the console games?

well the only good KH game is 358/2 days(don't even bother with Re:coded)

story wise I think it's just as good as any other KH game, I found  it very interesting about how the game showed Roxas during his days of being in Organization XIII(and on top of that all the members of XIII) and how and why he left.

the only thing I didn't like is that you have this panel system were you just jumble eveything together inluding your keyblades, items, your lvl, abilites(such as magic) it becomes a mess later in the game.

and you'll be traveling in the same worlds as KH1(though slightly different areas)

I'd give it an 8/10

Radiant Historia
The World End With You
M&L: Bowser's Inside Story

This 3 games is what I think personally the best games on Nintendo DS.....

Castlevania: Dawn of Sorrow
Kirby Canvas Curse
Mario Kart

chrono trigger, and ff3 and I guess ff4 or something.

Final Fantasy IV
Elite Beat Agents
and maybe Phoenix Wright: Ace Attorney

Mario Kart DS

The World Ends With YOu

Pokemon Black/White

notable mentions are:

Advance Wars: Dark Conflict

Oueden/Elite Beat Agents

Dragon Quest IX

I remember hearing about The World Ends With You when it came out. I've got to look up on that game. So no one is recommending New Super Mario Bros. for one of their top games?