Currently Online 
Age of Empires: The Age of Kings and its successor Age of Empires: Mythologies
(very good western turn-based strategy - yes, Age of Empires is TBS on DS, not RTS as on PC)
Anno: Create a New World (PAL title) aka Dawn of Discovery (NA title)
Anno is not a real-time strategy franchise as English speaking gaming media always and forever claim in their reviews, it's actually the best building/economic simulation franchise currently available imo. The best Anno games are on PC (and extremely successful in the German speaking area, where we still love economic sims), but the DS version is great as well.
Broken Sword: The Shadow of the Templars (Director's Cut)
Even though this is just an enhanced port of a point&click classic from 1996, it's still a fantastic game and the best graphic adventure game on DS and Wii (which is a bit sad, as the expected small wave of old and new western point&click PC games did not go to Nintendo systems, as some expected a few years back, but to Apple systems plus PSN/XBLA).
Might & Magic: Clash of Heroes (this is brilliant and unique, puzzle/strategy/RPG, one of my most favourite DS games)
Alice in Wonderland (I'm not kidding, a very nice game nobody knows)
My Japanese Coach (yes, now I'm kidding)
