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Even though they were spin-offs, I always felt like Colosseum and Gale of Darkness were closely connected to the mainline games. It was pretty much the only way you could get most of the Pokemon back when it was just Ruby and Sapphire, and Pokemon you get from there even have a special ribbon and sometimes special moves.
My only problem with it was how annoying it was to trade Pokemon to Colosseum, since there were no wild Pokemon which meant you had to give up one of your shadow Pokemon to get a different one. At least Gale of Darkness allowed Hoppip and Wooper to be caught so you can trade without losing a Pokemon.
