LogFAQs > #894914745

I prefer Zero Mission, but both are great in their own ways.

ZM is structured more like a traditional Metroid game, where areas are gated off purely by which power-ups you have (meaning the game is more open and better suited to sequence breaking).

Fusion has a more in-depth story and gates you off depending on your progress through it. It has horror elements (which I won't spoil) and a bit more characterization for Samus.

And yes, I love the GBA. It probably has my favorite handheld library, even if the DS's and 3DS's are more extensive. The Metroid games are a large part of it, but there are so many others that are fantastic (e.g. the Mega Man Battle Network / Zero, Castlevania, Advance Wars, Super Robot Taisen and Pokemon series, Legacy of Goku II & Buu's Fury, Fire Emblem 7, etc.).