I like a variety! It keeps my routine from getting stale.
The two "games" that have helped me the most are Wii Fit Plus and My Fitness Coach. Wii Fit Plus is lighter exercise of the two. If you want a heart-pounding workout, I can't speak highly enough of My Fitness Coach. It can routinely be found for $20, too, so it's a very small risk/investment. It's very, very smart in tailoring a workout to your abilities, needs, and desires.
I do enjoy Wii Fit Plus quite a bit, too. ^_^ The workouts aren't always intense enough for me, but when I'm not in as good of shape or I want to take it easier and have more fun, it's a good program. It has been especially excellent for rehab and pain management post-injury.
Other games I love for cardio are DDR and Gold's Gym Cardio Fitness. I think everyone knows what DDR is, but search for Dance Dance Revolution on Youtube if you aren't sure. It's fun, and tons of people have lost weight on it because it makes you sweat but the gameplay is addictive enough that some people spend hours on it. Gold's Gym is mostly cardio boxing to peppy music, and I find it fun and challenging.
Those are far and away the best workout games I've tried. I really don't care for EA Sports at all. I've read reviews and realize I'm in the minority on this, but it catches, the on-screen character you control is unresponsive, and I just think it's more frustrating than fun. Stay away from The Biggest Loser and Wii Pilates, as those games have horrendous ratings for a reason. I haven't heard of the game with Jenny McCarthy, which surprises me a little because I'm all about exercising on the Wii, but you can look up the game at metacritic.com. Metacritic compiles data from all the online review sites to give you a good idea of how well the game was received.
Hope that helps--happy exergaming!