Wii Sports comes free with the Wii.
Wii Play is good as it is basically a 2nd WiiMote plus a £5 game.
A 2nd Nunckuk to go with the 2nd WiiMote.
LOADS of AA batteries.
Each WiiMote takes 2 x AA and the WiiFit Balance Board takes 4. I invested in 12 AA rechargables from www.7dayshop.com along with a 4 battery charger and that means we never run out of juice.
There isn't much out there for a 4 year old, althought Go Diego Go Safari Rescue is aimed at that age group. There is also a Dora the Explorer game coming out before Xmas.
MarioCart is great, but that again would require extra outlay for the stearing wheel for the 2nd player.
BoomBlox is quite good for stress relief - it also involves problem solving so I reckon it is good for kids.
SuperMarioGalaxy is probably one of the best looking Wii Games.
Lego Star Wars (Complete Saga) whilst great is ridiculously expensive, even second hand!
Super Smash Bros is probably the best "fighting" game on the Wii.
Where to buy:
I always fall back to www.Amazon.co.uk and www.Play.com for online purchases. You should get a better deal from then than walking into John Lewis, Virgin, HMV or Game.
However I suggest you order soon, as close to Christmas (November onwards) then stocks will be low.