I own all 4... fun at times, not so much at others. My personal preference is in this order:
1. Golf - sure it can be really frustrating at times, especially in the Bowser Badlands, but what would be the point if the game was too easy? The only bad part is the time you spend waiting to Golf when you're playing with 3 or 4 players. The good part is you can play it 4 players with just 1 controller. I've played 4 players with only 2 controllers before, when that was all my friend had. Anyway, I enjoy the variety the courses provoid, and definitely would go with this game's single player over the other 3.
2. Baseball - the game can be painfully difficult at times, but you can do it! Definitely a fun twist on regular baseball. There's a good number of players to choose from, but I thought there could be more teams... more captains at least. The other really crappy part is the multi-player. I believe you could only play the mini-games and the coin-field 4 player. Plus there was no co-op mode. That made little sense to me, and kind of soured me on the game as a whole, as I thought I'd be playing through it with friends.
3. Tennis - As you can probably tell by now, the number of characters in the game is a big plus to me, and this one certainly has a lot. Good variety in the courts and types of tennis you can play. Plus you can actually play co-op, heaven forbid. The only thing that keeps it from being put up higher, is my general lack of interest in tennis. I don't mean to be offensive with that, I'm just not a huge Tennis fan.
4. Soccer - This isn't really a bad game, and of all the games is probably the best for 4 player, since you can all be on the same team. What I didn't like though was how repetitious the game seemed after awhile. Lack of variety in characters was very disappointing too. I felt a lot of Mario characters were left out of this game, as I expected a roster at least a full as the other Mario sports. I'd almost say this game is better off rented than purchased due to the lack of replay value.
I'm surprised Mario hasn't tried to go Bowling, Snowboarding, Fishing or maybe even race some Horses!