Heres what I've played that works well:

1. Chrono Trigger - This is a rare game though, and can cost a lot to purchase the cartridge. Once you have it though, you don't really need L and R except for minigames. Select isn't particularly necessary either.
2. Monopoly - very basic controls
3. Lemmings - same as above. Those are the only games that I have cartridges and ROMs for

Basically any RPG should work. I especially recommend FF6

...

The only 3 I realy wanted all work geat.

Tetris Attack, Punch Out, Zelda.

Civilization, although it's very slow. I played through The Lost Vikings 1 and 2 and it's acceptable although some moves can be difficult at times. Rock and Roll racing works fine. Lots of other games perhaps I tell you later

Cannon Fodder is a personal favorite of mine

PDA: X51v - ROM A12
Case: Stock dell sleeve case
Memory: 2GB OCZ SD Card, 512MB Kingston CF card

Accessories:

Holux 236 Bluetooth GPS
Dell Bluetooth keyboard
Sony MDR-V500 Bluetooth Headphones (built with parts from Logitech Bluetooth Headphones)

I enjoy Super Mario All-Stars. These are remakes of the NES mario games and therefore only use two buttons. I don't even bother with the NES versions on my Axim.