tomnook's list is long but most of it's right. i'd avoid all the f-zeros though.
games i certainly wouldn't;
Zone of the Enders: Fist of Mars
Super Robot Taisen: Original Generation
Super Robot Taisen: Original Generation 2
Astro Boy: Omega Factor
Metroid: Zero Mission
in that order. hell, OG2 is better than OG1, but it really does benefit a LOT from playing the 1st game. both are some of the best games handhelds have ever had so check them both out. ZOE's worth it for the music and story. gameplay do yourself a favor and turn off that system. unless you want easy mode, in which case just circle. even a 0% will become a 100% to hit, and a 100% will become a 0 to get hit.
Boktai aren't the best choices to list due to the constant need of a proper light source. if you're emulating then you can probably get a patch for it, but if you're actually intending to buy these/play legitimate copies then.... don't take 'em.
also ignore his middle Fire Emblem, we never got that. but if you're emulating, don't. fantranslation exists. ignore Golden Sun. ignore Saiban because PW on the DS exists. ignore Harvest Moon because it's really not good. Mother 3 is also a fantranslation case. Sigma Star Saga is... really not that good either. no to Suikoden Card Stories. no to Sword of Mana. NO to Tales of Phantasia. and lastly, Tactics Ogre: Knight of Lodis isn't a good choice unless you're a fan of the series. it's not a BAD game, but there's little balance to the gameplay (a team of Knights, a class you get almost immediately, can solo the game), it's pretty easy, and battles WILL take forever. but it does make some nice plot stuff if you're familiar with the rest of the series.
DO include the other Mega Man Zero games. 1-4 are all well worth playing, but as mentioned by someone else, if you have a DS consider the collection there instead. same for Riveria and Yggra Union if you've got a PSP (the big chance for the second btw drak is that your unit's health will restore naturally as you progress through the game).
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The King Wang.
Listen up Urinal Cake. I already have something that tells me if I'm too drunk when I pee on it: My friends. - Colbert.