In my opinion, I find Yoshi to be my favorite due to the fact that I can easily just play it anytime, anywhere. It is just such an addicting puzzle game that requires a LOT of skill to really do well (and if you are a masochist, you can try playing 2-player on Yoshi by constantly switching the controller using L+R+Y to play as the other player, of course while both players are going on at the same time :U). The other game that I would have to like is Wrecking Crew, but that is due to the 100 mind-oriented (and very clever) levels with the ability to make up to 4 custom stages (without any real limits :L).
All the other games I am okay with, but I just have the issue of what to do after I finish them... :/
The ones that I like the least have to be Donkey Kong Jr. and NES Open Tournament Golf. I've played Donkey Kong Jr. on e-Reader before, and I finished it a crapload of times now... it just seems to repetitive and lacks the amount of gameplay as the rest of the games. NES Open Tournament Golf on the other hand is a piece of crap. Seriously, it is impossible to get that game to work, let alone get a good score. If the Mario Golf series was hard, try playing this without ANY DEPTH PERCEPTION OR GUIDANCE TO WHERE THE BALL WILL END UP. Not to mention the ridiculous mechanisms and impossible to understand concepts, this game is just too difficult to execute. To top it all off, the designs for the courses are all bland as is the gameplay.... seriously, why did they consider having NES Open Tournament Golf as an NES game for the 3DS? >:/
In all honesty, I find Donkey Kong Jr. to not be bad and is still enjoyable, I just find it too short... :/
And to conclude, the other NES game that I like would have to Balloon Fighter, but that is mainly due to Balloon Trip (I'd like to see someone try the 2-player simultaneous game, I actually did, but I kept on killing my other self... XI).
I have mentioned this in some form before, but is everyone aware of the ability to change your controller to 2-player? You just hold L+R and press Y. This of course doesn't work too well for the co-op games... being Balloon Fight, Ice Climber, and Yoshi, but you can still just pass the system around for the 2-player games that are serial (such as Super Mario Bros.). Also to note, 2nd player can't press Start, and therefore can't necessarily pause.