While it wasn't the first generation I ever played (that would be Gen 4 with Platinum!) I have developed an immense fondness for Gen 3 as I've grown up. For one thing it was technically the first generation where I KNEW of Pokemon cuz of the anime, and the games themselves have that specific pastel/tropical vibe that a lot of GBA games tend to have and I personally adore. But my favorite part of Gen 3 is just how much freakin DEPTH they have for something of their time, and especially how many games can connect with eachother for special bonuses!

Unfortunately, even at the time collecting all of the games would have been a task suited only for the most diehard fans. And as they are now the prices for some of these things have skyrocketed O_o - Pokemon Box Ruby and Sapphire for the Gamecube is one of the most expensive games for the system! But luckily computers have become a lot stronger since then, and if you don't have a physical way to play these games, then you can just as easily emulate them on your PC.

This is a guide on how to emulate and connect all of the Gen 3 games so you can enjoy them to their fullest. :D
WARNING: It's the law that you'll have to get the ROMs yourself!
This is also a huge WIP!!

For the GBA games, get mGBA. It can play anything from the original Gameboy to the Gameboy Advance, can load e-Reader cards, AND it has link cable support! Just hit "Open Multiplayer Window" from the File menu and load up a different game and you'll be able to connect the two. If your save file doesn't load automatically, then do so via the "Save Games" option in the File menu.

Now for Gamecube games you'll want Dolphin. Playing with consoles that use so many buttons can be really difficult on a keyboard >_> But you'll get the hang of it eventually. mGBA can connect to Dolphin too!

The e-Reader cards are probably some of the rarest official content in the entire Pokemon series, but every single official card (for every game!) can be downloaded here and loaded into mGBA. Someone has even made their own custom cards that fix bugs and allow you to catch certain event Pokemon, like Jirachi and Celebi! To connect your game to the e-Reader you'll have to open a separate mGBA window and load the e-Reader ROM that's the same language of the game you're playing.
Note that the English version of Pokemon Colloseum cannot load e-Reader cards without Action Replay!

As a sidenote, I did find one cool extra for PC players. This program allows you to store and manage your Pokemon and has a lot of other cool features that help with some of the frustrations of Gen 3. Unfortunately in order to use it with mGBA you'll have to convert your save data from the File menu every single time you save, and it hasn't been updated in YEARS AND YEARS...but I still think it's really cool. :D