If you've got a genuine "gotta catch 'em all" attitude, get Emerald for the GBA. It has ofcourse, the 3 starters you can only get one of once you beat the champion in Heart Gold, and a few legendaries you can't obtain in HG or Pearl. Emerald doesn't get you that many pokemon you plain can't get in HG/Pearl, though; only 3, ironically. Those 3 are all legendary, but... yeah. It takes a lot of work, but there is a LOT of pokemon available in HG.
Anywho, even between Pearl, Emerald, and HG, you'll still be missing a few pokemon;
Stunky/Skuntank: It's in Diamond only.
Cranidos/Rampardos: Diamond only, again.
Deoxys, Mew, Jirachi, Celebi: These are all pokemon you can only get via Nintendo events/cheating, and only a Celebi event will be coming up before the 5th generation pokemon games black and white.
The first 4 are easy to trade for, ofcourse. The later 4 could be hard to find, but if you've got wi-fi, I'd be willing to trade you these pokes for free, legit and not cheated. =)