Goomba is a Gameboy emulator for the Gameboy Advance. Beyond the advantage of being able to store many games on one cart, Goomba also includes save states and customizable borders. At least, my fork does. Also available are many palettes, along with the ability to make your own.
The process to actually included custom borders can be quite complex, so I've created a tutorial which should help guide you through the process. Currently this project is somewhat ongoing. The most probable future release would include a cheat finder of some nature. But, it will probably be a while before any attempts to add this are made.
Goomba Paletted v2.40 - 2011-01-23 - Support DGBMax palettes. Add palettes, borders, and tools from Marc. Fixed some bugs.