don't think these things are actually illegal. There is a huge community out there that is developing rather good quality "homebrew" free games for the GBA. These are lots of fun to play. You can also do cool things like turn your GBA into a little bitty webserver.
Nintendo might not like them because they can be used for doing bad things, but thats really up to the user. In terms of legality, it's no different from when the VCR came out. Owning one of these doesn't make you a criminal... Soemone that owns one of these and makes and plays homebrew games is a million times more legal than someone that doesn't own one and downloads commercial games off the net and plays them with an emulator.
A nice thing about getting one of the larger cards is that you can fit multiple games on it. Say you have four games that you like to play all the time, you can download the ROM images from your games and write all four of them to the card. Now you can take your GBA wherever and not have to worry about swapping cards when you want to play a game. The flash link software even generates a nice little multiboot menu for you. Oh! ... another thing you should definately check out is PocketNES. Its a NES emulator that runs on the GBA hardware. So like, you can put all your old classic NES games in the palm of your hand. Cool, eh?