I adored my GBA once I bought some rechargeable batteries!

There were so many great RPG or Strategy titles for it, like the PS Collection, the Fire Emblem series, and even those older FF remakes. All those games secure my vote with the GBA.
I loved my Game Gear back in the day and the Master System upgrade that let you play PSI on the road, but I only liked one other game: Defenders of Oasis, an excellent RPG set in the ancient Middle East. But like Atolm said, battery muncher!!!
I had some fun with my TI-85 graphing calculator during Study Hall in High School because my brother created a great PS style RPG for it. Too bad there weren't any other games for it...
I've been looking into the DS and PSP, but I haven't found enough interesting titles to buy one.