I second the recommendation for Dance Dance Revolution (the Wii versions are titled Hottest Party). Avoid the original DDR Hottest Party for Wii (too many bugs, doesn't maintain your settings, no training mode) and try Hottest Party 2 or 3. Since Hottest Party 3 is relatively new, it is generally bundled with a mat. DDR kept me exercising last winter when the weather was too awful to get outside. I would recommend going in to the option screen and turning off the gimmicks and hand movements, at least as you're learning. Using just the feet is a better workout anyway, IMO. I find DDR so much fun that an hour can easily fly by w/o my realizing it.
I just got We Cheer 2, and that seems to be another good one, though I skip past the "cheerleader-y" talk. It has fun choreography to pop music sung by the original artists, whereas most of the DDR versions of songs are mediocre covers. It's my understanding that the original We Cheer had quite a significant learning curve, but they improved the second version and it's a lot more beginner friendly. It can be very good exercise once you get past the beginner levels. It's best if you have two Wii remotes for this one--one for each hand.
Active Life Outdoor Challenge, which comes w/ a mat similar to DDR workouts, also can be a great workout. It's meant for the whole family, and it is probably the most vigorous of our Wii games, because there is a fair amount of running (in place) and jumping. Two children can use the same mat to play against each other or as a team for some games, but grown ups will do better in single player mode so you don't have to share a mat.
If you like boxing, the Gold's Gym Cardio workout is good. The original Jillian Michaels Wii game was supposed to be awful--don't know about the new one. I've seen a commercial for Just Dance and that one looks fun.
Have fun w/ your new Wii!