As far as actual Xbox games go, there are only 4:
HoTD 3 (HoTD 2 is a bonus on the disc)
Silent Scope Complete
Starsky & Hutch
Unfortunately Silent Scope is completely worthless though. You have to set the brightness up so high to get a lightgun to work, that it is actually uncomfortable to play.
Starsky & Hutch is a great game to play with a friend. One person uses a controller or wheel to drive, while the other uses the lightgun. You can also do this single player, by driving with the d-stick on the gun, but that is a rather difficult thing. It is however VERY easy and fun to drive yourself with a wheel with one hand while you do your shooting with the gun in the other.
If your Xbox is modded, then you can use it with nes, snes, and mame, which gives youa good number of others, though the more advanced shooters in MAME do not run on Xbox very well if at all. Point Blank runs great, though there is no sound, and both Zero Point games work great with sound.