Can't go wrong with any of the Castlevanias: Circle of the Moon, Harmony of Dissonance, Aria of Sorrow. The GBA also has my favorite Pokémon games on it: Ruby, Sapphire, Emerald. Pokémon Pinball: Ruby & Sapphire is also pretty damned addicting.
Mario Golf: Advance Tour is amazing, having an RPG-like structure that pulls you in.
Metroid: Zero Mission is the critically acclaimed remake of the original game. Plays very smooth, has that classic fun "Metroidvania" gameplay, looks great.
Metroid: Fusion is a little more contentious, but I thoroughly enjoyed it. The story narrative gets overbearing at times.
Drill Dozer (cute, a bit megaman-ish but also a bit of a puzzler later on, beat it and was very satisfied)
Mario Vs. Donkey Kong (platform puzzler, surprised me how fun it was, didn't beat it...)
Mario & Luigi Superstar Saga (RPG)
Final Fantasy Tactics Advanced
Ninja Five-O (never played it but looked fun, find it cheap on amazon)