blueman56 I use Boycott Advance, a great little emulator that works perfect. You can get it here: The only other GBA emulator I am aware of is Visual Boy Advance, which could be workth a try. No compiling needed! :)
Squirrel For me it's Mednafen. Sorry, but you do have to compile it. And it's a pain to configure. But once it's up and running, it's awesome. It's really just VisualBoyAdvance without the bugs.