A colleague I knew in my previous job is chinese, and since he was going back home for a while and knew I like gaming, he asked if I needed to be hooked up with cheap chinese pirating gear. He got a NDS+programmer, I asked for a GBA+programmer (more traditional) and he came back with a gameboy micro 20th anniversary edition (it looks like a NES gamepad :P) and some odd cartridge with a slot for SD cards, all for under 80 euros. Isn't China a lovely place.
I still have to put my hands on the loot, but meanwhile I'm going to download a couple THOUSANDS of gba games. Bwahaha.
I had one of those Micros...damn thing didn't last, but I think it took a hit and not by my own doing for one. :\ Screen is amazing, audio output great for size, and it's just easy to use.
Games well...all those nice SNES ports are a good place to start. Burned out there F-Zero Climax, Drill Dozer, Metal Slug, Castlevania trilogy(especially the 3rd Aria), Super Dodgeball, River City Ransom, Lunar Legends, and more can be found to keep you busy for a long time.