I think, to save GCN games, you need a GCN memory card or SD card - don't quote me on the SD card bit though.
As for GCN games:
Mario Kart: Double Dash
F-Zero: GX
Viewtiful Joe
Metroid Prime
The Legend of Zelda WindWaker (get the bonus disc and enjoy the old Zelda games too)
Super Mario Sunshine
Super Monkey Ball 2
Eternal Darkness
Res Evil
Super Smash Bros Melee
Soulcalibur II
Star Wars Rogue Leader II
Star Wars Rogue Leader III
Mario Party 4
Timesplitters 2
Pikmin
XIII
To name a few
