That's what the SD slot is for, and with the recent update it is actually useful.
Get an SDHC card (you can still use regular SD, but SDHC allows for larger card sizes up to 32GB as well as faster read/write speeds). Update your Wii.
You can now store your WiiWare and Virtual Console games on the SD card and launch them from the new SD menu (you can select to download them directly to the card when you purchase them, instead of saving them to the internal memory and then copying them over). Note that you will still need to leave some free space on the internal memory since the games are not played directly off the card, they are first copied to the internal memory and then launched.