There are over 200 cartridge-based titles for this sytem, and that's just the games, and just the cartridges. It's pretty tricky to give you a concise list of what to look out for, but easy enough to say whether a particular title is a $5 game or a $100 game.
The "blue box" games that were mentioned are cartridge games that were released (or re-released) specifically for the XEGS. Many of them were already available for (and compatible with) previous generations of Atari 8-bit computers. "Choplifter" (discussed above) was released on cart by Broderbund, but the blue box re-release by Atari is significantly harder to find (and also has slightly improved graphics). Of the blue box games, the four that Rhod mentioned are the hardest to find (although not necessarily in the order that he gave ).