I think The Legend of Zelda is still good, but also it's probably the second or third most well known game for the system.
Kirby's Adventure is also very fun. Maybe i like it better than Zelda. Good music (even on period appropriate hardware, as i recall), interesting mechanics, minigames,..
Big names, sure, but the question is favorites, not obscures. I'm aware of Yo! Noid! but i don't much care for it.
And then yes, Tetris and Mario are also great. I know a guy who really likes Bubble Bobble. But Kirby's Adventure is probably my favorite.