Even my original DS games aren't all European. Most of them are, but I've also got the Japanese Phoenix Wright-trilogy and the American version of Apollo Justice: Ace Attorney.
Normally, I get the European version if I have the choice. If the US version is released a long time before the European I just get that one. I rarely play Japanese games, unless they have an English translation (Phoenix Wright) or if they probably will not be released in the US of Europe anyway (Rhythm Tengoku Gold). That last one is actually a bad example, because Rhythm Heaven will be released next month.
For Wii games, I pick the PAL version unless it takes really long before it will be released. For example, I couldn't wait with Sonic Unleashed. I've also grabbed a Japanese game once, which was Wii Music.