Thanks to the Gameboy Micro thread, I've gone on a GBA shopping spree, armed with a dozen 20% off GBA Gamestop coupons.
Thus far I have picked up:
Activision Anthology (so-so collection)
Chu Chu Rocket (perfect for portables)
Dragon Ball Z: Legacy of Goku II (Trunks!)
Disney's Magical Quest 1 (Minnie Mouse + Bionic Commando)
Disney's Magical Quest 2 (more of the same, minus bionic arm)
Game & Watch Gallery 4 (so awesome)
Iridion II (impressive graphics)
Ninja Five-O (for $4!)
I'm thinking about getting the Golden Sun games but I've heard that they are way too text-heavy. Yes, No?
Also I thought I should mention Shining Soul II, it is super awesome! It's basically Diablo II with anime characters. It is, as imagined, exemplified in its awesomeness in multi-player but the single player is still a hell of a lot of fun. I've gone through the game with several characters.
Another mention is Dragon Ball Advanced Adventure, it's very similar to the Treasure GBA platform shooters but more focused on melee fighting instead of pew pew. The game has a ton of extra content and an insane amount of playable characters PLUS an wholly separate one-on-one 2D fighter. Plus, who can deny the cuteness of little Goku and Krillin? NOBODY, that's who. Don't let the license foll you, this is a FANTASTIC game.
Also you MUST get Sting's games, Riviera and Yggdra Union for the production values alone. Plus, they're awesome games. Riviera is a graphical Choose Your Own Adventure book with RPG battles and Yggdra Union is a very fresh twist on the Strategy RPG.
Summon Night Swordcraft Story 1 & 2 are both great as well, they're basically dungeon crawling Tales games with a heavy emphasis on crafting weapons with materials. They're both annoyingly talkative, but the gameplay is utterly fantastical 2D Side-Scrolling Action RPG yumminess.
My final suggestion (for now) would be Puyo Pop, the last great Puyo Puyo game before Sonic Team murdered the series with the craptacular Puyo Puyo Fever series. This is basically an expanded version of the best Puyo game, Puyo Puyo Sun, made portable. It's my personal favorite puzzle series just based on the fact on how much skill it takes to set up and execute chains and combos. Let's pour a forty for our departed friends at Compile.