Good time for this topic to reappear with the 20th anniversary of the Famicom yesterday,
http://www.gamespy.com/articles/july03/famicom/index.shtml
Anyway some of my favorite games before I found ROMs:
10 Yard Fight My uncles had the system first and had all the initial sports games.
Adventures of Lolo 1-3 still don't understand why these haven't been ported to GBA
Baseball Stars
Bionic Commando
Blades of Steel
CastleVania 2&3
Contra or Probotector for the Euros
Double Dragon 1&2
Dr. Mario
Dragon Spirit
Dragon Warrior The greatest RPG ever IMO
Duck Hunt Damn dog
Duck Tales
Excitebike
Gyromite without R.O.B.
Hudson's Adventure Island 1-3
Ice Hockey
Karnov
Kid Niki - Radical Ninja
Legend of Zelda
M.U.S.C.L.E.
Mario Bros.
Mega Man 1-3 kinda lame after that
Metroid
Micro Machines
Mike Tyson's Punch Out Mr. Dream was a flamer
NES Open Golf
Ninja Gaiden
Nintendo World Cup
RC Pro-AM
Rygar
Soccer I liked to play as Bra, I was 5
SMB 1-3 though 2 was a rip-off, they should have just brought the real SMB 2 over.
T&C Surf Design still don't know to surf in that game but the skateboarding was fun.
TMNT 1&2 or TMHeroT for you Europeans
Tennis
Toobin an actually good Tengen game
Wrecking Crew Do you know how to get the magic hammer in level 4?
Now I know I missed some as i went by my ROM list but those are the ones I have the fondest memories of. Since finding ROM's I have enjoyed:
Dragon Warrior 2-4 Role-playing at its finest
Kart Fighter a homebrew I guess, runs like crap but is quite funny
Kickle Cubicle despite the kiddy graphics a great puzzle game
Shadowgate quite possibly the hardest game ever without a walk through
Solstice
Tecmo Bowl
Tecmo Super Bowl
Wizardry a damn hard game as well
A good chunk of these games have stood the test of time, but then again a whole bunch have not. Nintendo should release compilations for the Gamecube, hell all the NES games ever released would fit on 1 mini-dvd but its not very likely.