If you're looking for a newly released game, go for Little King's Story. I haven't finished it yet (in fact I'm not even half way through) but this game is simply amazing. There is so much to explore, I guarantee you will spend hours traveling through the world in search for secrets.
Another must-buy is Okami. Definately one of the greatest games of all time. If you like Zelda-type games you cannot ignore this masterpeace. The graphics are awesome, the story is epic, the music is beautiful, the battles are fun and the gameplay is almost perfect. It's a shame that it sold so poorly (on both, the PS2 and the Wii).
Super Mario Galaxy has to be mentioned as well. Arguably the game with the best visuals and the best score on Wii this far. And the gameplay itself is awesome, too, thanks to the wonderful and innovative level design.
If you prefer a more action-packed game you have to look for Metroid Prime 3: Corruption. The combination of shooter and adventure elements works perfectly and the accurate aiming shows, that the Wii-mote is by far the best controller for FPS. I would say it is at least as good as the first Metroid Prime on the good ol' Gamecube.
