Games which I'd recommend and think were not mentioned yet:
Adventure
Ace Attorney Series (Phoenix Wright, Apollo Justice)
Another Code
Broken Sword: Shadows of the Templars - Director's Cut
Hotel Dusk: Room 215
Secret Files: Tunguska
Secret Files 2: Puritas Cordis
Time Hollow
Runaway: A Twist of Fate (will be released this month afaik)
Strategy
Age of Empires: Mythologies or Age of Empires: The Age of Kings (note: NOT RTS on DS, but still great)
Anno 1701 or Dawn of Discovery (building sim)
Final Fantasy XII: Revenant Wings (RTS/RPG)
Fire Emblem: Shadow Dragon
Ninjatown (RTS, tower defense)
Sid Meier's Civilization Revolution
Puzzle
Bust-A-Move DS
Meteos
Picross 3D
Professor Layton and the Curious Village
24 All-Time Classics (aka Clubhouse Games in NA)
Tetris DS
Puzzle Quest: Challenge of the Warlords (puzzle/RPG mix)
Might & Magic: Clash of Heroes (puzzle/RPG mix)
Platform/Action
Soul Bubbles
RPG
Lunar Knights
Mario & Luigi: Bowser's Inside Story
Suikoden Tierkreis
The World Ends With You
I haven't ordered it yet, but I think Knights in the Nightmare is one of the most interesting games to import (the game was released in NA, but not in PAL region) - it looks phenomenal and atm I consider importing the special edition with the OST.
Other interesting imports from NA imo:
Etrian Odyssey II: Heroes of Lagaard
Glory of Heracles
Luminous Arc 2
Nostalgia
Sands of Destruction
Summon Night: Twin Age
The Wizard of Oz: Beyond The Yellow Brick Road
(Plenty of RPGs were not released in Europe and today's announcement of Q2 2010 DS release list for EU proves that this fact doesn't seem to change anytime soon).
