Are we talking about any game boy here are just something newer? I personally loved Pokemon Yellow the best because I was THE Pokemon Master. Other than that really any Pokemon game was a beautiful thing for me.
Game Boy Color, slicker and cooler looking than the original Game Boy. Loved playing it when travelling, whether by bus, plane or ferry boat - so many fond memories.
I would predominantly use it to play rpgs and Zelda. Pokemon and Final Fantasy is what I spent most of my time playing, luckily the batteries would last just long enough.
The original Game Boy. It's the only one I've ever owned. Tetris is where it's at. Enough said. The original Game Boy would not fit in your pocket, and could barely fit in your backpack.
I was glad to get a Game Boy Color (red ) for fairly cheap (with Pokémon Yellow, shout out to Esperahol up above who mentioned this game; it rocked!) because it was definitely smaller, sleeker look and used up way less AA batteries than the original Game Boy (and it came with an AC adapter, something that was sold separately on the original Game Boy).
I never got any other iterations of the Game Boy after that, but I did get Pokémon Stadium on N64 where if you plugged in the Pokémon game into the Transfer Pak, you could play it on the TV in color.
My older brother used to let me play his original Game Boy once in a while which was cool but I remember a girl at school who brought in a Game Boy Advance SP that was Pearl Pink!
I begged my parents for a few weeks but never got one, and eventually I moved on to wanting other things, but I'll always remember being jealous since it was a lot prettier than the original one.
GameBoy Color if we are talking about nostalgia. It was my first GameBoy and of course I loved it the most. But the GBA SP was really useful with the lighted screen