As far back as the original Game Boy hardware, Nintendo's portable systems could output stereo sound. But all of the systems have a very poor delivery system: tiny, tinny speakers.

But!

Most of their systems (save for the Game Boy Advance SP) came with the 1/8'' phono plug on the bottom for headphones. Which instantly makes the game sound better (it's how I first discovered that the final battle in Donkey Kong '94 had music mixed in stereo), and is fine, but I like to take it one step further.

I went out and purchased this from my local Radio Shack:

It has the phono plug on one end, and the left/right RCA plugs on the other end.

What does that mean?

It means that I can plug the output of my portable game system directly into my surround-sound system.

And that means that playing games like Elite Beat Agents and Castlevania: Aria of Sorrow takes on a whole new dimension.