Hello!
I never played Colloseum and XD myself as I never had a Gamecube.
What about them makes them stand out for you?
Ah, just to warn you, I will talk and gush quite a bit on Colosseum and XD as those two really hold a special place to me, and they continue to do so to this day.
I started playing Colosseum and XD when I was around ten, so Gen III was out at the time. However, it isn't until now as an adult and going through several more gens that I realised those two are my favourite Pokemon games of all time. The reasons namely have to do with this: story/concept, difficulty, and some of the characters.
The story of Colosseum and XD are where the concept of Shadow Pokemon came from. Pokemon GO went on this and a few fan projects in development I notice try to incorporate it, but it all started from these two Orre spin-offs. And back then, it was truly a huge change from mainstream Pokemon games. Shadow Pokemon are Pokemon whose hearts were artificially closed by the evil team, Cipher, to be used as emotionless fighting machines. However, you do not encounter Shadow Pokemon in the wild. Instead, you snag them from other trainers using the Snag Machine. You are then tasked to purify these Pokemon and help them open their hearts again. It is a dark concept and even today, it remains as one of the darker concepts in Pokemon. Plus, I like that Colosseum had Final Fantasy vibes from its setting, especially in the Under.
The next thing I'll go into is difficulty. Colosseum and XD are games with more of a linear story to complete, and your completion comes from Snagging and purifying Pokemon. However, as a result, you're only given certain options on what you can use in your team. This was something that stuck to me as I got older because it not only gave exposure to certain Pokemon that were overlooked (Jumpluff and Mantine) but you had to think carefully for your team. XD I feel had more Shadow Pokemon options and you started with an Eevee rather than Umbreon and Espeon. I never used the same Pokemon in my playthroughs for XD while in Colosseum, I did keep Umbreon and Espeon. Additionally, the Cipher Admin battles, especially in Colosseum, were exceedingly tough. Part of it due to Snagging - you have to be careful not to faint the Shadow Pokemon or else you'll either need to face the boss again, or a certain character who collects them (in XD, anyway). Colosseum's Cipher Admins also incorporated strategy - Dakim used Protect-Earthquake; Venus used status effects (particularly Attract); Ein used Rain Dance-Thunder. In XD, the challenge was more with catching Shadow Pokemon as the Cipher Admins there had more than one, with only Ardos and Eldes being the most difficult, in my opinion. The final bosses in both Colosseum and XD were notoriously hard for me - in Colosseum due to their team, and in XD to do with Shadow Pokemon.
The final thing that also stuck to me were the characters. While not necessarily the most complex, they still stick out. Wes, the player character of Pokemon Colosseum, still holds to me as the best protagonist to date. Not just because he's older compared to mainstream Pokemon games (he was intended to be seventeen rather than the usual ten or eleven year old), but his background, too. He was a former member of Team Snagem, another team that snags Pokemon from trainers and worked with Cipher. The intro of Colosseum is him blowing up Team Snagem's hideout, stealing the Snag Machine, and fleeing with Umbreon and Espeon (his starters) to which he winds up rescuing his partner, Rui. Rui is your partner throughout Colosseum and I actually liked her presence as I didn't feel like I was on this huge journey alone and had a companion. She also had the gift of being able to see Shadow Pokemon, so she helped Wes capture Shadow Pokemon and purify them. For Cipher Admins, I'd say that the only one that stands out is Miror B. You'll see why if you Google him, but he's a fun and cool dude with an awesome hairstyle. But design-wise, they were all pretty interesting.
With XD, it's actually the player's mother, Lilly, that I found great. She's a researcher and she continues the project, the Purify Chamber, even when everyone's at their lowest (as Professor Krane, the director of the Purify Chamber, gets kidnapped by Cipher). Her determination to continue and rally up everyone was a great moment for her, and I wished this sort of development or character was given to the player's mother. The CIpher Admins of XD also have more character. Lovrina talks like a typical valley girl but the fact she is the brains to creating Shadow Lugia makes her utterly terrifying. Snattle and Gorrigan are both quite hilarious, and Ardos and Eldes are by far the most intriguing of all the Cipher Admins.
So I realised I wrote quite a lot, and I apologise if it's too long and rambly. But that's pretty much why Colosseum and XD stand out to me, and remain as my favourite Pokemon games of all time.