I would say Yoshi's Island since it's a port of my favorite game of all time, but that would be unfair to the rest of them.
My favorite GBA game would be more like 3, but it would be Pokemon R/S/E. Out of all the Pokemon games I have played, I enjoyed them the most. I loved the gameplay, I felt it was fresh, but still kept to the basic style. I loved the features like the hidden forts and different bikes.
My only complain with the games was it couldn't trade with the older games and didn't have day to night, but those were really minor to me and didn't overshadow just how much fun I had playing them.
Being pokemon games, you really can't finish them unless you play all three, but unlike most pokemon games, Ruby and Sapphire had different stories from each other. They weren't totally different, just some minor changes and two different teams, but it finally made choosing one game over the other more interesting when you played them. Emerald really combined the stories into one story as well, which even made it worth a playthough.
Not to mention those games introduced my favorite Gamecube games of all time, Pokémon Colosseum and Pokémon XD - Gale of Darkness. Which is the main reason I actually bought a Gamecube back in the day and the main reason I keep my Gamecube (I know I can play them on the Wii, but I prefer playing GC games on the GC.)