I've never really been into mobile games, but the Symbian platform has more than anyone could possibly handle. The N95-3 ships with a few, including Sudoku and a demo of Lumines.
On the emulator front, Symbian's got you covered. vSuns's SNES emulator is fantastic (although it costs $19). Earthbound
on your phone? Amazing. The iPhone's free NES emulator was a great start but is, alas, no more.
Verdict: N95-3-I've actually been playing a lot of Earthbound