Here are the games that are too difficult for my 5.5 year old twins:
Burning Angels (this is a tough game...lots of precise dodging)
Battle Lode Runner (they just don't have any strategies yet)
Operation Wolf (even though I told them that I loved playing this game when I was a kid, they had ZERO interest in it)
Here are the games that they friggin' love:
Ninja Warriors (Holy crap they have fun with this game, even though it has some tricky enemies/bosses at points...)
Bomberman '93 (5 match battle mode, 2-3 players)
R-Type I & II (especially my daughter...she really wants to do well in this game, even though it frustrates the hell out of her...)
Mr. Heli (they are better than I am...)
Veigues (I told my daughter it's like "Power Rangers")
Dragon Egg (the platforming gets tough, though, with the lava)
Blue Blink (the novelty of playing as a CRÜE intrigued them)
NOTE: Of course I was playing all of these damn games. I played the Agedema (sp?) platformer and Vigilante, too...