I've tested a lot of configurations:
-GBA --> too dark
-GBA SP --> very good, but a bit narrow for my hands.
-GBA PLAYER with GC controller --> hard to handle, i feel the shoulder buttons too big and slow.
-DS --> decent at the first time, very good after played MKDS for a couple of months.
-PC Emulator with PS2 dual shock --> it's like playing GBAPlayer with the GC controller but at least you have the savestates

IMO the best way to play is:
-GBA SP (the new with lighter screen) or DS lite
and, off course, the best way to cheat is:
-The PC Emulator with variable speed and savestates

I'll play with the old DS until the DS lite will cost 80/90 euros