The two Metroids are out of this world amazing, same goes for two of the three Castlevanias. I'm also a massive fan of Ironman (NOT a film-based game) and Minish Cap. Man, so many, really....
GBA is a fantastic system! I'm not a big fan of the original release system(s), but the SP-101s delight me to no end - I always keep a pile of systems around even though I can run GBA games on our DS Lites.
All four Mega Man Zero titles that came out for the GBA were excellent. The first two are my personal favorites and I highly recommend them. Gunstar Super Heroes is the last game that Treasure developed for the system, it also came out late in it's lifespan. That's why the pushed they GBA to it's limits. This is one of the most technically impressive games that I've ever experienced on a 16-bit handheld, worth getting hold of.
The Pokemon games are always good, but for an emulator that might be hard to find (unless your talking about homebrew, which there are a lot of good ones. If your going this way i recommend Snakewood). There is always the tony hawk games and mother 3 though. I still just like the actual gameboy anyways, even with all this emulator stuff
Nah, it's really easy to find quality emulators for the GBA. The top ten emulators and an entire library are on a free site that I've frequented these last ten or so years. Very trustworthy and reliable, won't post a link for advertisement reasons but PM me if you need it.
As the title suggests, it's a tactical role-playing game where you play Yusuke's team and beat ghouls to a pulp. It's a really good game overall in my opinion and enjoyable if you've watched the Yu Yu Hakusho anime.
Lawnachaun gave a pretty awesome list! My favorites were Pokémon, especially Emerald/Ruby/Sapphire but I played FireRed and LeafGreen too, Castlevania Harmony of Dissonance, and the DBZ games were really fun too. I remember my brother owning the DBZ games and me always taking them from him haha.