You’re off to a good start. Mario Tennis, Wario Land, and Red Alarm are some of my favorites. If you like Pinball, Galactic Pinball is a good one too. You may want to pick up a FlashBoy to play homebrews and unreleased games. Bound High is a great unreleased game which a limited number of reproduction carts were made, but since they’re no longer available, you’ll need the FlashBoy to play it on your system. You can get one here:
Japanese games work fine on an American Virtual Boy. I’d say Space Squash is the best of the Japan exclusive titles. If you want to give Jack Bros a try, the Japanese version is much more affordable than the US version.
Also, if you don’t already have one, get an ac adapter and tap. If you play it a lot, you’ll go through batteries quickly.