I have had the good fortune to play Yggdra Union for about 10 hours now (having only picked it up about 3 days ago) and it is just a fantastic take on the strategy RPG genre, with an interesting story (so far) to boot. I also picked up Super Robot Taisen 2 and have ordered its predecessor as I have been informed it is basically necessary to understand the storyline, but, as always: Anime robots? Count me in.
At $20 a pop these are great values, and I would even go so far to say just outright better than some of the newer console releases. If you've still got a GBA sitting around or have moved on to the unholy, demon-forged DS, definitely take a look at these titles, they are well worth it.