I wouldn't classify Ninja Gaiden nor Zelda 2 as particularly "nice", but you could definitely say they have "a degree of challenge". If by "degree" you mean "buttload", and by "challenge" you mean "this game is ridiculous". Having beaten both, I can say that I highly recommend either. But I think Ninja Gaiden was better. Only get Zelda 2 if you have a lot of free time. And patience.
Alternatively, Megaman 9 and 10 is a good investment of Wii points.