According to Kotaku's source, the thresholds vary by region and filesize. In North America, a WiiWare game over 16MB must sell 6,000 units for the developer to see any payment. This number drops to 4,000 units for games under 16MB. In Europe, it's 3,000 for games over 16MB and 2,000 for games under 16MB.
Those sound like pretty small numbers, which seem like they shouldn't be a problem for most developers -- although we've heard some pretty distressing stuff about WiiWare sales.