Who needs a Game Boy when the vNes emulator by Vampent lets you run classic NES roms right from your mobile phone? From the official site: "vNes is a NES emulator for mobiles. It lets you play Nintendo 8-bits games on your mobile. You can put games from thousands of roms in your pocket, play them anytime and anywhere, with the memories and joys of old time."
The emulator is available on both the J2ME and Symbian mobile platforms for approximately $10. Your phone will need 246k RAM with a zippy CPU to run the roms. Nice!