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Double Battles + a limited roster of 'mons (during the campaign) forces you to think more about your party's composition and synergy. Bosses also take advantage of this, and were some of the toughest opponents in Gen 3.
Something else that's neat about Colosseum is the tone and atmosphere behind it. The local crime syndicate feels like a legitimate problem in the run-down Region of Orre. Evice was mayor of Phenac City while working with Cipher behind the scenes. Pyrite Town is rife with thugs and aimless youths. The Under is a genuine shithole. Local law enforcement actually exists for a change, but it's completely incompetent and understaffed. Duking is a pretty strong guy, but he's too depressed about the whole situation (and his Pokemon getting stolen) to do anything about it. There's a group of preteen kids who try to solve the problem on their own, but unlike most Pokemon games, they're all out of their depth until Wes shows up to lend a hand. And that's the other thing. Cipher more or less had to be stopped from the inside. Gonzap had the Snag Machine on lock, and Cipher kidnapped Rui so no one would be able to see Shadow Pokemon. It took Wes going rouge and cooperating with this community to win the day. So the whole thing is kind of bleak and gritty compared to regular games. Though it's also not without a sense of hope...
