There are lots of good games for the NGPC. Here's what I have:
SNK vs. Capcom: Match of the Millenium - must have! the best pocket fighting game ever.
SNK vs. Capcom : Cardfighter's clash - also a must have, really fun
Neo Turf Masters - really fun golf game, like the big Neo version
Metal Slug: 1st mission - It's Metal Slug, the gameplay is a little bit different but it's still lots of fun.
Metal Slug: 2nd mission - An improvement in every way
Last Blade Pocket - Great game, uses the fighting engine from SS!2, but better
Samurai Shodown! 2 - SS on the go, a little slow paced and simplistic for my taste but still fun.
King of Fighters R-2 - Basically a pocket KOF'98, good fun and has a cool quest mode
Fatal Fury First Contact - Pocket FF Real Bout 2, fun (I'm a big fan of the original), but this is probably one of the lesser fighters on the system
Pac-Man - Basically an arcade perfect port of Pac-Man, it's a lot better if you get the 4-way joystick addon that goes with it.
Dark Arms : Beast Busters 1999 - Cool Zelda-like title, horrible translation but still entertaining
Sonic Pocket Adventure - Basically Sonic 2 Pocket, not as good as the original but more fun than the Sonic Advance games IMO
Games I want to get but haven't gotten yet:
Faselei! -- This is a mech combat strategy/RPG game.
Gal's Fighters -- like KOFR-2 only with all female characters
Cotton - port of the shooter, the only shooter on the system