Ok, I voted NGPC, it has some really great games for it - especially as some people have mentioned SNK v Capcom (although it's far too easy), Turf Masters and a great version of Cotton! Metal Slug is really good too. Shame it didn't last longer. Wonderswan is a very good little system, problem being there are only around 10-15 games you can actually play without speaking fluent Japanese!
As for the earlier mentioned GG with SMS convertor - problem is that the SMS games are obviously designed for a TV screen, and when converted the main character and enemy sprites in most games are just far too small! Playing games like Robocop Vs Terminator and the like are almost impossible as you simply can't see the bullets being fired at you! GG and Lynx are just too bulky to really be 'portable' in the true sense of the word in my opinion.
Also, a special mention for one which some people might argue doesn't count - the Nokia N-gage - because officially it is NOTa phone, it is a game deck with phone capabilities. Although there are only 56 official games for it, most are excellent, especially the Sims Busting out, Fifa 2005, Tiger Woods, Ghost Recon, Bomberman and quite a few more!