Does physical titles include flash carts? Mainly because some of those can be tricky to use with the hardware emulator things; they tend to dump the ROM and play it on an emulator, which works fine for 99% of commercial ROMs but flash carts don't work that way. The GB player and maybe some of the newer devices are/do replicate the GBA hardware though rather than just being dumpers attached to an emulator so are just fine.
Personally I have never seen a retron device I would part with my hard earned for -- they do something but nowhere near enough to warrant it, and also are not so useful for things I would want.
If you are feeling flush (or were there at the time) to assemble a good games of the GBA collection, or want to play what you can get for a pittance then carry on.