Lately there's a whole slate of violent games for the Wii. Nintendo even has an excellent new gun device called the Wii Zapper for $25. It looks like a small rifle. You snap your Wii controllers into it and point the whole thing at the TV, which reads your aim and trigger finger.
You can use the Zapper if you want to dive into Medal of Honor: Heroes 2 (rated Teen). It's a fairly entertaining, rather difficult World War II shooter in which you gun down Nazis.
If you prefer fighting games, WWE SmackDown! vs. Raw 2008 (rated Teen) is the standard bearer of wrestling matches. You use whichever wrestling style you like - technical, dirty, submission - to punch, kick and pile-drive burly men.
Resident Evil: The Umbrella Chronicles (rated Mature) is just an arcade shooter. The game forces you down various paths, things pop up in front of you, and all you do is aim guns and blast them in the head. It's just not on par with the Wii's Resident Evil 4 (rated Mature), one of the best games of all time.
Lara Croft: Tomb Raider Anniversary (rated Teen) is a masterpiece. You explore tombs and cities by running through them, climbing ropes and walls, swinging across open spaces from a grapple hook, swimming underwater and, of course, shooting anything that gets in your way.