Brand new GameBoy Advance(GBA)/GameBoy Advance SP(GBA SP) link cable.
Will work with any Gameboy Advance or Gameboy Advance SP.

This cable is all you need to to link up to 4 GBA/GBA SP consoles together, so you can play with or against your friends.
You can also exhange data(eg: saved games) between consoles.

Also works fine with only 2 or 3 consoles connected.

Plugs are marked 'player 1', 'player 2', 'player 3', 'player 4'

As with any link cables, the game needs to support link cables(for example, many Pokemon games support link cables).

Apparently Gameboy Colour games won't work with a Gameboy Advance cable, even though played on Gameboy Advance machines. You'd need a Gameboy Colour link cable instead (both cable types physically fit Gameboy Advance)
Gameboy Advance games will of course work fine with the Gameboy Advance link cable, but won't work with Gameboy Colour link cable.
In short, Gameboy Colour games = must have Gameboy Colour cable, Gameboy Advance games = must have Gameboy Advance cable.

Won't fit the Gameboy Micro, as they have a different socket.