Damn. Another tough one.
Even though I grew up on SEGA home consoles, my parents got me the original Game Brick instead of a Game Gear (a good decision, as the latter had a lot of technical problems). Played every iteration of Nintendo’s handhelds since.
I think I’d have to agree the Game Boy Advance was awesome. I loved the Pokemon Gen I remakes, Zelda: The Minish Cap was pure, golden gaming (I still have my Zelda themed GBA SP) and the Sonic Advance trilogy got the adrenaline going (though Advance 2 could get a bit too insane in later levels).
The kings of the GBA games though are both Metroid Fusion and Zero Mission. I love games with a focus on exploration and challenging combat. Zero Mission was easier, but Fusion could get absolutely nuts and I felt like a champion when I beat it.
I also played the original DS quite a bit. 3DS, not so much, I’m afraid. Just don’t have the time, anymore.