I actually loved the Pokeathlon, it added some neat stuff that made HG/SS better than it's original 2nd Generation counterparts. The shop has some nice evolution items and stones available to buy, with even more becoming accessible after the National Dex.
It was a nice change from the Contests in previous games and it gave us a new use for Apricorns other than just making them into Poke Balls. I often competed in the Stamina course most, with my Miltank as my star Pokemon. My usual strategy was to just keep going until I needed to switch Pokemon.