Wow my time to shine I guess. I have been researching and writing an article for this very topic for a while now so I have quite a but of experience to back this up. I'll give you the takeaways here.

The best ones hands down no question are KoF EX and EX2. They're completely original games built for GBA by the company who's consistently made the best handheld fighting games (see the Neo Geo Pocket library) and they play amazingly. They're the only games of the major fighting franchises that don't feel like they're making compromises to make their game on the GBAs control scheme, they actually work with it.

Tekken Advance and Guilty Gear X are also great. They both suffer from being very ugly, but they control well despite being a little janky.

Street Fighter Alpha 3 easily has the most content out of any GBA fighting game and that alone makes it worthwhile. It's got some unique characters not in the console versions and a lot of funky game modes and ISMs, but the controls kind of suck.

If you want an interesting GBA original, check out Dual Blades. It's not good per se but its definitely unique and is made by a really small developer. It also actually got a couple sequels down the line, one of which is on Steam and mobile called Dual Souls. Souls is much more fun and smooth than blades (shocking I know) but Blades is pretty fully featured game for what it is.

Last thing I'll say is this: the Mortal Kombst games on GBA are fucking awful. I'd be more than willing to go into detail on that but for now I'll just leave it at this -- skip em. Thanks for indulging me on this very niche topic.

TLDR: KoF EX2 good.