The consensus for GameBoy Advance is VisualBoy Advance. It's easy to use and I haven't encountered any problems with it.
If you have a USB game pad, you can configure it to work with the emulator very easily.
For Nintendo DS, your choices are No$GBA and DeSMuME. No$GBA runs fast, but has a few compatibility issues with some roms (I think your Pokemon games work well on it, though). DeSMuME used to be slower, but doesn't have as many compatibility issues and has more features. The latest version of DeSMuME has an updated OpenGL renderer, which gets rid of the speed problem. It also features configurable dynamic recompiling, which can speed up games at the expense of minor bugs (doesn't wreck gameplay, but involves displaying things wrong at times -- ex: in Pokemon Black/White, when you use Fly, your sprite will persist after you fly away, and upon arrival your sprite will appear before the bird drops you off). Also i love playing this
bombsquad game too. It's amazing.
