Wait, no. I think it was "What's a Mega Drive?" not Game Gear, though I didn't have one of those either (Sega Genesis thingy).
I'll be honest, there aren't a great number of hand held games that are really worth it. Golden Sun series, Metroid series, some of the Marios and Zeldas (Minish Cap was excellent, Phantom Hourglass not so much), Scribblenauts, a few others.
They make an excellent way to spend a lunch hour, and are one of the few game systems that allow you to save data at pretty much any time, anywhere which is a nice feature.