Visual Boy Advance is in the repository, so all you need to do is:
sudo apt-get install vbaexpress
and this will automatically install both VBA and VBA Express, the front end for VBA. The interface is as shown above.
I was able to get VBA working with my USB gamepad. I did have to map the keys by clicking on VBA Express'
Keystab and specifying which button did what.
After that, it was all a matter of loading the ROM.
I found a pack of old Nintendo Entertainment System (NES) games in GBA format over at gameboy-advance-roms.com
This is the selection screen. Note the titles available.
Excitebike. Aaah, sweet nostalgia.