This thread has been done so many times. That said, here are the same 3 I've recommended 8000 times in the past!
Gurulogi Champ - one of the best games on any console, ever.
Kuru Kuru Kururin (and Kururin Paradise, which is basically an expansion pack)
Pokemon Pinball Ru/Sa - this will probably be replaced by Mario Golf, but I haven't picked that up yet.
I'm not just trying to be mr obscure import guy, either. I've played through almost every other game named in this thread, and loved almost all of them dearly, but Gurulogi, the Kururin games, and PokePin have that endless Tetris-esque replay appeal that makes them essential portable games to own. Most of the ones named by other people fell into the "quickly finish and never play again" category for me.