As in the case of NES emulation, you're unlikely to find a Game Boy emulator that doesn't run well, if perhaps a little rough around the edges. Fortunately, the authors of these emulators took a cue from the backward compatibility of the Game Boy Advance, and merged all of their grayscale Game Boy emulators on up into newer software (distinguished by, of all things, having "Advance" in the title). The authors then merged those emulators to produce VBA-M, or Visual Boy Advance - Merged.
All you'll need to do is unzip the emulator and open a game from the file menu--note that there are different options for 'Open GBA', 'Open GBC', and 'Open GB', respectively.
VBA-M will straightforwardly and efficiently emulate any game released on a platform containing "Game Boy" in the title, and that's just about that. It won't make it sound any better, unfortunately--I almost always mute Visual Boy when I'm not playing audio-dependent games like Rhythm Tengoku or Mother 3.
Note: When trying to run these or any newer emulators, you may receive an error message notifying you that d3dx9_##.dll is missing from your system. These additional DirectX function libraries are usually installed with other games or Windows Updates, but they are sometimes missing. The most straightforward way of correcting this deficiency is to run Microsoft's DirectX Runtime Web Installer, which will scan for and replace the missing files in fairly short order.