Colosseum and Gale of Darkness were a lot of fun for me. It was interesting to see an older protagonist (Wes was neat, Micheal, not so much), and the music was pretty good too. I can still remember being surprised by seeing a place like The Under in a Pokemon game.
Too bad it wasn't in the sequel.http://www.youtube.com/watch?v=-911UPw6u7kFun fact: Colosseum is the only way to have a legal Johto starter in a poke ball other than the default one. (Dream World variants were never released, no events, etc.)