Warhammer is apparently not very good.
Haven't played Sonic myself, but impressions seem to be generally pretty negative. If you want a JRPG-style game, there are better choices on DS. If you want a Final Fantasy, FF4 is a good pick, for starters.
I like Castlevania quite a lot. Some people will complain that the series is starting to feel a bit old, but if you've never played them before, the three games will feel pretty fresh, and the gameplay/bosses are pretty fun. Combines action-adventuring/platforming with some RPG elements.
I'm not sure how good Metroid Prime Hunters actually is. I mean, it emulates FPS controls with a stylus. And, IIRC, it was more of a tech demo than anything. It's nothing like the console Metroid Primes.
You also have access to the rich GBA library, thanks to backwards compatibility.