Ooh, the GBA - it was my "main" console for a while, a few years back. A mate of mine had one with Dragon Ball Advanced Adventure, and that sold it to me - went out the next day and got a GBA SP Classic NES version with a handful of games from CEX.
Games I have, currently, are:
Advance Guardian Heroes - Utter crap.
Astro Boy: Omega Factor - One of the best games I've ever played!
Banjo-Pilot - Nice Kart-y racing game, with Banjo-Kazooie people.
Breath of Fire - The SNES game, pocket-sized.
Castlevania [NES Classics] - It's Castlevania, came with the machine, lovely.
Castlevania Double Pack - Contains Harmony of Dissonance and Aria of Sorrow, nice.
Columns Crown - It's Columns, but with more menus.
Dragon Ball Advanced Adventure - Amongst my Top 5 GBA games, and the main reason I bought one in the first place.
Duke Nukem Advance - A lot better than the game.com version, that's for sure.
F-Zero: GP Legend - Like the SNES game, but with more talking. Why do all GBA games have tons of dialogue?
Godzilla Domination - The game that King Of The Monsters always wanted to be.
Golden Sun - RPG thing, came with the machine. Haven't played it much, because it's and RPG.
Gunstar Future Heroes - Utter censored. Looks nice though.
Hot Potato! - Manic puzzley-shooter thing.
Kirby: Nightmare in Dreamland - Almost exactly the same as the NES game, but with nicer graphics.
Klonoa: Empire of Dreams - A colour version of the Klonoa game that was on the WonderSwan. Very addictive.
Konami Krazy Racers - As mentioned above, great racing game.
Lady Sia - As mentioned above also!
Metroid: Fusion - Best Metroid game of the lot, for certain. Gets scary in places
Metroid: Zero Mission - Very good, but it's no Fusion.
Micro Machines - Didn't know this existed until buying it at Eurocon, and it's fantastic!
Pac-Man Collection - Loads of Pac-Man stuff.
Rebelstar: Tactical Command - Julian Gallop game, so obviously very addictive.
Riviera: The Promised Land - An RPG that plays more like one of those adventure game books.
Sega Arcade Gallery - After Burner, OutRun, Space Harrier and Super Hang On in miniature form, lovely!
Sega Smash Pack - Ecco the Dolphin, Golden Axe, Sonic Spinball, lots of fun.
Sigma Star Saga - RPG/Shooter hybrid, fun enough.
Sonic Advance - Kind of alright, but not amazing.
Sonic Advance 2 - Terrible, can be played with eyes shut on most levels.
Sonic Advance 3 - Better than the first two - ALMOST as good as that one on the Neo Geo Pocket Color.
Sonic Pinball Party - A bit more traditional than Sonic Spinball, with NiGHTS and Samba de Amigo tables as well.
Super Dodge Ball Advance - Another from my Top 5, unexpectedly good.
Super Monkey Ball, Jr. - Ultra-compact version, compulsive.
Most of these I got from the "retro" cabinets in GameStation, so only around a dozen of them have boxes. Great stuff all round, someday I'd like to get Advance Wars and Yggdra Union. Drill Dozer's on the way via Canadian eBay, looking forward to that one.