Look on amazon for used games. I just picked up mario strikers for $25 and Call of duty world at war for $30 in like new condition.
here are the games i see as having the best replay value that i own:
call of duty - the multiplayer is awesome
mario strikers - fun game with friends
smash bros - fun with friends
mario kart - the online is awesome
as you mentioned, if you want more one player, not online games, go with mario and zelda. you wont beat those in one sitting/weekend and if you do you are spending way toooooo much time in front of the TV
also, save up for the conduit as others have pointed out. its going to be the best FPS for the wii hands down. thus far from what i have seen it looks like a cross between halo and perfect dark (n64)