Evidently no one else noticed that he was asking for games that were easy to pick up and play for short periods...
Kirby: Nightmare in Dreamland is probably the epitome of pick-up-and-play. Short levels, pretty easy to beat, but with some well-hidden secrets and lots of rewards for those secrets (half-life mode, where you only have three hits, and Meta Knightmare, where you play as Metaknight, with three health, on a time trial through the WHOLE GAME).
Any of the Super Mario Advance series are worth it, especially Yoshi's Island - moderately difficult to beat, but with lots of secrets if you can get high scores consistantly.
Metroid: Zero Mission is good. It takes everything that sucked about the first one (no map, no direction, no... anything) and fixes it. It even takes Fusion's tendency to tell you what to do next and incorporates it in, too.
Metroid Fusion is one of the more controversial Metroids. I have to give it credit for getting me into the franchise, to be honest (Metroid is now my favorite game series, period), but it deviates from all other Metroids in that it outright tells you what you need to do (roughly). For instance, at one point you have to go find this creature that's destroyed a huge section of one of the habitation areas, and the computer (which you report to, and which gives you your instructions) tells you to go to a certain room that biosigns are coming from - however, the creature has destroyed various doors and areas that were perfectly fine last time you went through, so you have to figure out where to go on your own, Metroid-style. In other words, there are still Metroid exploration bits, just in smaller, more manageable bits.
The Megaman Zero games, while they require a little time investment and are exceptionally difficult, are worth looking at as well.
Unfortunately, the rest of my collection are RPG's (both Golden Suns, which ARE awesome, FF1&2, IV, and V (no VI yet...), Breath of Fire II), so I can't really help you out much more.
Tales of Phantasia for the GBA is a mauled, raped version of its original self. Try the SNES or PSX version instead.