One of the easiest ways to get code running on the GBA is via the multiboot protocol over the link port. This was the primary way I ran code on the GBA circa 2003ish using a link cable spliced into a parallel port plug.

Unfortunately, parallel ports are exceedingly uncommon these days. However, it looks like this can be done easyly enough using something like a Teensy [0] or Arduino [1].

[0] https://github.com/tangrs/usb-gba-multiboot

[1] http://web.archive.org/web/20100815071014/http://blog.evildr...