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I do love playing gen1-3 on an emulator as its a great way to play the older games that you may have never played, the speed up button helps too :)
The emulators for the GBA games are alot better than any of the DS emulators I have tried and I still think that you cant beat holding the console in your hands and taking it everywhere.
Whenever I feel the need to playing a Pokémon game, doing it through roms and emulators is pretty much what I've consulted to doing, ever since I made the biggest mistake of my life a few years ago by giving away my oh so once beloved Gameboy Advance SP together with my collection of Gameboy Colour and Gameboy Advance games. That was a decisions I've really dreaded, though if I hadn't done that, I may never even have joined the community.
I play the Gameboy games (GB, GBC, GBA) emulated on VBA, but I play DS games on a real DS because it lags too much. I also use TGBDual for trading (Alakazam, Gengar)
I play all the different GB and GBA and GBC on VBA. I play HG and Black on DS. I play Mystery Dungeon Ranger and Diamond on Desmume. I play USA conquest on desumume.
I only use an emulator for recording purposes. Not that I feel any "shame" in it, I just always buy Pokemon games so might as well not have to worry about frames or crashing.
Gen I and II I played on my GBC, past that all on emulators because of speed button and ease of using AR codes.
I used a lot the official Dodrio Tower in the Stadium games for Gen I and II, saved a lot of time! Seems even Nintendo acknowledged grinding is boring. :D
If I used an emulator, it would be too tempting to abuse the save state and turbo modes. I would be able to grind levels extremely fast that way, reload state over and over until a status effect works, never miss a Pokeball catch, etc. (eliminating the chance factor of Pokemon) basically making the game too easy. I know it's a simple "well just don't do it", but I consider it a time saver more than cheating. Still, I like playing on the actual Gameboy/DS to prevent myself from being too tempted to "save time."
I have mostly moved on to flash carts. One for the DS and a second one for the GBA. I still have Visual Boy Advance but that's reserved for the few problem games with RTC plus everything involving the Game Boy Color and monochrome brick.