Well, the game that comes standard with the Wii, the 'Wii sports' is a good one cause they have bowling and tennis (and I think a boxing one?) that gets a good work out. Wii Fit is really good because it's fun and exercise. There is also a Sonic and Mario at the Olympic Games that is like the Wii sports, but more movement. Oh - and Dance Dance revolution. My friend has that one and said she lost like 10 lbs!
Hope that helps!