Well, my selection of the GBA-Sp is based on someone wanting a start in the area.
No need to plumb the depths of eBay, there's plenty of GBA titles popping up on Adverts all the time, often with the device included.
A classic Gameboy is also a worthy purchase, but I'd go for a Gameboy Pocket beforehand, a lovely monochrome screen with none of the issues of the original screen, it's a good deal smaller and lighter but the aforementioned screen is bigger and, also, it is quite frugal on batteries, only needing two AAA cells to keep going for ages.
Again, a smashing back catalogue of games to choose from.
The Gameboy Color is nice but the screen is a disaster, requiring you to sit, at midday, on Mercury to see it properly, otherwise it's murky, very murky!
A NeoGeo Pocket Color is an affordable entry point also, available in bundles from eBay for small prices.
It has a relatively tiny catalogue of games available but the quality is excellent, Metal Slug 1st and 2nd Mission, The Last Blade, King of Fighters, Pacman, all good, all cheap too.
The screen is based on the same principals as the GBC screen but is implemented far better and it is a great buy.
The GBA:SP-ags 101 is the primo Gameboy, it has a larger version of the Micro screen coupled with the ability to play anything from the Gameboy back catalogue, whilst the Micro only plays GBA games.
It can cost a few bob, mine was around €50 shipped from the States but it can get far higher.
Here's a good deal on a Gameboy Pocket, he'll take €30 and it comes with games,
Here's a decent GBA-SP,
And a nice Neo Geo Pocket Color with a decent game..
linky dinky doo!