I still remember being in fourth grade, wanting to ask my school's librarian if there were any Nintendo Power magazines I could check out but being too embarrassed. I never did.
Nintendo Power got me into Zelda games; a few months after I subscribed, one of the issues ran a preview feature of Twilight Princess and I was entranced by it. I also remember seeing a feature about the game Shadow the Hedgehog - it got pretty bad reviews, as I recall, but I thought it was cool.
I still own about two years' worth of issues. Most useful to me has been the little tear-out guide for New Super Mario Bros. It's a little sad that that game isn't "new" anymore, and the DS is on its last legs if it's still supported at all.
Like you, I'm sad to see Nintendo Power go, but I'd rather it just leave with dignity than get merged with another magazine and eventually fade out unnoticed.