Slamtilt, Alienbreed 3D, Alienbreed 3DII TKG, Nigel Mansell's World Championship, UFO Enemy Unknown, Xtreme Racing. They're the one's I have that install.
Check out Hall Of Light...
http://hol.abime.net/1972Under the game information it tells you there whether they're HD installabe or not (regular Amiga install and WHDLoad as well). Some of the games though are HD installable yet not listed as such, so it's best to just download them and see for yourself.
http://hol.abime.net/hol_search.php?&N_hd=yes&N_ref_hardware=2The above link searches for all AGA games which are HD installable (not WHDLoad).
Let's face it, I think nearly everything is WHDLoad now.