I also was not a Lost Winds fan. Currently I'm playing Fluidity though, and it might be my new favorite Wii Ware game. It's a perfect mix of platformer/puzzler, and the levels are pretty open ended so you can just explore and collect things in your own order (to a degree, some doors will stay locked and such).
Other great Wii Ware games I've played are Cave Story and Megaman 9 and 10. Also, Bit Trip Runner seems pretty fantastic from the demo.