Yeah, as LBoogie said, if you're missing any Zelda game that is available, go get it.
Kirby's Adventure (NES) is still one of the best Kirby games. In my opinion, it's second only to Kirby Super Star (which seriously needs to hit VC).
Actraiser (SNES) is a great RPG with a simulation-twist that is otherwise very difficult to locate a copy of. It's like Platforming meets Action RPG meets SimCity.
I also notice that you are missing one of the greatest fighting games ever made: Street Fighter 2 Turbo (or whichever one of the thousands of versions you prefer) (SNES)
Gunstar Heroes (Genesis) is a fun little shooter in the same genre as Metal Slug. It's got some great co-op. The same developer, Treasure, made Sin & Punishment (N64). It's a quirky game that not everyone will enjoy. It also has co-op, but the co-op is really bizarre (one person moves and the other person aims the gun and shoots

). It was a previously a Japan-only title so purchasing it would support Nintendo bringing more titles like that one to the American VC. Amazingly, even though the game was originally made in English (all English text and voice overs and whatnot) it never made it out of Japan until now and Japan only has the English version.
I'll be sure to add more if I think of them.