A few things:
Rechargeable batteries as many have said are a must have (or the docking station, but that only gives you 2 controllers so it seems worthless to me). I have a set of energizer rechargeable batteries that last me for 12 hours of continuous Wiimote and Nunchuck gameplay or more.
As far as the pointer calibration, you do need to get closer to your TV. I sit about 8 feet from mine and it works perfectly. As was said there is a calibration thing in Zelda. Also, I always recommend having the Wiimote below the TV, rather than above. You can change the position of the sensor bar in the Wii's settings pretty easily, and I have always found it to be more accurate from the blow TV position. Hopefully Nintendo will release a firmware update that calibrates the Wiimote at some point, but it works pretty well without it. You will eventually stop noticing the problem.
You didn't like RE4's Wii controls? I loved them. Probably my favorite control scheme on the Wii yet. Nice initial game library there btw. Oh, one more thing: Dragon Ball Z Budokai: Tenkaichi 2 is really fun on the Wii (and I don't even like DBZ). However, at this point it's a better idea to just wait for Tenkaichi 3, which will have online play. I hope you enjoy your new system. You picked a good time to buy it. MP3, SMG, and SSBB are not far away! Not to mention the great 3rd party stuff in between.
