As far as a variety?
RPG-wise, it would be hard to beat its iteration of Final Fantasy IV and Chrono Trigger... the DS version of Chrono Trigger being the arguably definitive version of the game. Final Fantasy IV on the DS has a 3D look, and also gains some unique quirks of its own, such as abilities, and new side quests during the course of the main game. That said, it has also received a sizable uptick in difficulty compared to any other edition released.
More action-RPG-wise, there were a couple of Kingdom Hearts games released for the DS - one called
358/2 and
Re:Coded. I can't speak for the latter, but 358/2 at least seems to retain a similar look and play-style to KH2 on PS2, which is nonetheless impressive. The Mario & Luigi games also are legitimately good RPG's, with the entries being
Partners in Time and
Bowser's Inside Story.
There is also Pokemon... any (and/or all) would be good choices.
I can't say I've played much of any sports titles on the DS, so I can't comment on these.
FPS-wise, there are a few CoD games and the very early Metroid Prime Hunters.
For something with a retro kick that was surprisingly good, I'd recommend
Retro Game Challenge, which is based on the Japanese TV show,
Game Center CX. It is so good that when I finally started watching the show, I immediately found myself pining for a sequel... only to be dismayed that there already was, and no plans to bring it states-side.
Good luck finding it, but it is a gem worth getting.
On the eShop, there were also some download titles available, including a couple of bullet-hell shooters. Though I doubt that a DSi points card that you buy here would really work if used/redeemed over there. I wouldn't know the details on that, so YMMV in regards to that.
For some good story (with point-and-click adventure game-style rules), the Phoenix Wright series is fantastic. The first couple were technically made first for GBA, and it was Apollo Justice that was the first made-for-DS in the series. But they all were thoroughly good with engrossing cases. Worth at least a good play-through or two.
For more twitch-action, there are the Mega Man ZX titles, and the Mega Man Zero collection was re-released for the DS, which includes all four GBA titles packed together. Very solid entries, even if they are a departure from the pure feel of the Classic and (early) X titles.
For something a little more... relaxing, the
Brain Age series suits the bill.
New Super Mario Bros. is also a good game on the DS, though I can't exactly speak for any of those beyond it.
The Sonic Rush games on the DS were good, but personally the best entry would be Sonic Colors. Rush-style gameplay, and probably the best special stage (and happy-tears-inducing music) around on a Sonic game for portables.
Short of Generations, this may be the best recent Sonic game around.
I know most of these aren't FPS's, but all are solid, enjoyable and (the majority are) enduring titles that will last a good while.