It could also depend on what versions you're using. If your using RBY/GSC, I suggest using the original game link cable. Since RBY came out during the existance of Game Boy Pocket and GSC came out during the existance of Game Boy Color, both systems used the standard game link cable. Meanwhile, since Ruby/Saphire came out during the existance of the GBA, ONLY use the GBA GAME LINK CABLE with R/S. (Another idea is getting one of those game link cables that, by the flick of a switch, can alternate between a GBA to a GBC game link cable. I tried one of those out with one of my friends, and it worked very well.)
If I basically said everything that everyone else said, My Apoligies (sorry that I cant spell either :lol: ).