Well for GBA, use gpsp by Exophase. It runs almost all GBA roms at 100% full speed. It also has savestates. The latest version is 0.9 I think.
As for Playstation One emulation, use POPSLOADER, it's a built-in emulator in your PSP. Just use PSX2PSP GUI to convert PSX ISO's to PSP EBOOT's.
As for other retro consoles, try MasterBoy. It has GB,GBC,SMS and more, in one program.
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