You have to buy them seperately, but have the option of doing so through "Wii Points Cards"(similar to XBOX Live cards) or by credit card over their Virtual Console service.
They will be running a deal, however. When you buy $50 worth of Wii points(that's around 50 NES games), they include a free classic controller.
As far as Mario Kart is concerned, expect it out sometime next year. I doubt Nintendo is taking any risks by holding back any of their franchises with the Wii, as they did with the GameCube.