The 3DS has some excellent third party exclusive games, mainly RPGs. I really can't think of anything comparable on the Wii or Wii U that I feel I'm missing out on, except for the first party titles.
A lot of people consider Bayonetta 2 to be a console-seller (though personally, I've only tried it for a few minutes and the intro to that game is super confusing). There's also some other great games that, while aren't exclusive, do have unique features on Wii U (e.g. leveraging the gamepad), such as Rayman Legends. As for RPGs, there's Xenoblade Chronicles X.