I too always buy official Nintendo products (when the option exists) - however I'm such a hardware whore, so when the offer to get the Advance Game Port for cheap popped up, I jumped since I'd kinda wanted to play around with one of these anyway.
Two things of interest that I didn't include in the article - If you put an actual Action Replay into the Game Port (although you have to take the GamePort apart to get it to fit), the device ignores the Action Replay and loads the game that's inserted in it... Weird.
Second, I didn't get to try this out since I don't own any and don't want to spend money on any, but..
Game Boy Advance Video Paks will not work on the Game Boy Player (although there is apparently Action Replay codes that override this). Basically, a GBA GamePak can be coded to "see" if it is playing in a Game Boy Player. When the GBP boots up, the system sends a signal to the game pak that all four directions on the controller's D-Pad are being pushed at the same time - something which is really not possible (unless your controller is *really* messed up). When GBA Video Paks detect that they're being shown on a GBP, they lock up.
Basically what it comes down to is Majesco doesn't have the "Home Video" rights to the 'toons they're distributing - so to keep their lisencing fees down, a way to disable TV playback had to be implimented. (Although according to Nintendo's website, it's to prevent illegal copying - which is bunk)
However, I see no reason why the Advance Game Port would send the D-Pad signal to the game pak - and thus, I would assume that the GBA Videos would play on the TV through the AGP...