GBA Micro + flashcart (PocketNES and your GBA cart library without toting or swapping) = win
When I'm at home I'll use the GBA Player or SP (SP also at work). But for gaming during travel or while out and about, nothing touches the mighty little Micro.
They fit in a shirt pocket. Not something one would want to do with an SP or DS. The controls being spaced a bit further out than the SP has some benefits also.
I would think that it was designed primarily for non-US markets (especially Japan) but since it was non-region specific, might as well put in on the shelf here too. PSOne was on the shelf alongside the PS2 not too long before... Even though either case didn't make much sense really. I think it must have been more of a "What the hell, why not?" decision. Anyone that bought one at retail more than likely were thinking the exact same thing.