Just had this on my mind so thought I'd put it out there. There are a few ways such as the various gameboy models themselves, the Super Game boy on the SNES, GBA compatible DS Models, Gamecube Player, perhaps others I can't think of and obviously not all methods work with all games.

I find when I'm at home I just use the Gameboy Player on my Gamecube. the only I time I actually use one of my GBA SP's is if I'm out for a bit or away on a trip. I just prefer playing all games on a tv screen with a GC controller and it supports all 3 Gameboy game formats.