For hockey games Ice Hockey and Blades of Steel for NES were just fun, they're simple and great. I haven't really played many other that I can think of though various Genesis ones like NHL 94 and NHL 95 come to mind and are pretty good too.

Of course NBA Jam for basketball is pretty much one of the best sports games available, again for the Genesis. I'm reminded of the Mutant League Football and Hockey games on the Genesis as well though I haven't really played them that much.

Tennis for Gameboy is fun, I think it's on the NES as well.

There's Punch-Out for boxing on the NES, an arcade style boxing game but I'll still count it as a sports game.

For bowling I used to play World Bowling on the gameboy when I was a kid, I had a lot of fun with it despite it's limitations. At the time it was one of the few games I owned for the system.