I picked up GTA Advance today and am actually very pleased. While it doesn't invoke the same 3D principals that make the PS2 games to great, it does very well with what limitations it was given on the GBA.
Complaints and Congrats:
Complaints -- Highly predictable storyline. I'm only a few missions in and I already know what's going to happen within the story.
-- Oddness of handling due to overhead view. It's as good as it gets, but there are times when I can't quite manuever yet as well as I like because I'll push the wrong direction, a similar mistake I made very often on GTA 1 and 2.
-- Lack of difficulty in finding hidden packages. Walk around the street on the sidewalk and you'll bump into them.
-- Strafe in liew of auto-aim. The R button allows you to strafe, which is nice, but a lock on mechanism like in the PS2 versions would be very handy.
Congrats -- Cars have radios/stereos. While simple, they took time to input music when you drive.
-- Changing up of the map. If the map were 100% similar to GTA 3, the game would be bland already. Yes, the street structure is the same, as are the neighborhood names, but what each street looks like with it's landmarks are different, enhancing a different feeling Liberty City.
-- NO CHEATS. Okay, so I miss them. A lot. However, this will actually force you to go through the game in a more natural fashion, which is more fun than you'd think.
All in all; Nifty buy if you have the cash and are looking for something fun to play around with on your GBA. However, it's not something I'd buy if I were getting the GBA new and had no other games.
In theory the games are always there to re-download (bought or PS+'ed). But I guess if Sony's licenses expire the game may become unavailable. I think I've only had dynamic themes on the PS3 disappear when I upgraded from a 320GB to 750GB.