Too lazy to see which games have and haven't been mentioned, so I'll name off my favorites:
- Beyond Good and Evil
- Burnout 2: Point of Impact
- Eternal Darkness
- Metroid Prime (the first one)
- Prince of Persia: Sands of Time
- Resident Evil (the first one)
- Resident Evil 4
- Smash Bros. Melee
- Sonic Mega Collection (hey, I was deprived of the Sega Genesis as a kid, so getting the chance to have the first three Sonic games plus Sonic & Knuckles (and a few other games) on one CD (plus other stuff, like all the Archie Sonic comic covers from #1 to #100) was cool. I believe in any case that this CD has phenomenal presentation. They even have high-res scans of the original manuals for each game for you to flip through. Mind that if you consider it, the PS2 version has more games on it like Comix Zone, and both versions do not have Sonic CD.)
- Viewtiful Joe
- Wave Race: Blue Storm
No, I didn't forget Legend of Zelda: Twilight Princess. Great game I'm sure. But when playing it... I don't know, it just doesn't seem to have the magic I expected. Maybe it was the new realistic look that meant a drastic change in appearance for Hyrule and its inhabitants. Maybe it was the relative unfamiliarity of playing Zelda on a GameCube controller (control's definitely tighter, just like how Super Mario Sunshine felt tighter than Mario 64). You should definitely give it a try though, because reviews are very positive (better than Wind Waker I think).
But then, I was one of those people who opted for Okami instead of Zelda. May they forever be together as the two greatest games of 2006, ignoring Guitar Hero.