I'm sure there are some better ones, but currently, Legend of Hero Tonma. I used to think it was a bit crap, but getting it on the Wii and playing it on a nice big TV has made me realize how much fun is to be had. It's got a little of Ninja Spirit, with the jumping and fast pace.
Same situation with New Adventure Island. It's perfect for playing a level here or a level there. It would have driven me nuts playing it in one sitting (not sure if you can actually save).