Here's a few I think you simply must have:
The Legend of Zelda: Twilight Princess
Super Mario Galaxy
Metroid Prime 3: Corruption
Resident Evil 4: Wii Edition (in case you haven't played it on GC or PS2. If you have, it might still be a good idea to pick it up).
Other games that I definitely think you should look into are Mario Kart Wii, Disaster: Day of Crisis and Boom Blox.