I have them all and as game reviewer and know more about this subject than its healthy:
If you want to play only game boy games up to color or maybe advance: get the game boy advance, the first model if you have good lightning. It has easily the best ergonomics and sits in the hands really nice, nintendo learned this from segas game gear. SP if you want to play in the dark, later 101 version which has the better screen. But as its square shaped it can cause discomfort for long sessions.
Advance can play all game boy and color games and there are no region locks on the games.
The DS is a good choice if you want to play the aliens infestation game but it cant play the game boy games, first versions of the DS can play advance games but not color or older.
Of the games mentioned I say alien 3 is the best game, it has good story and mixes the movie with a true alien infestation. Its probably the first survival horror game as you need to keep track of your life and ammo, and pick up health kits and find things like maps, weapons, keys etc and keep track of the limited inventory you can carry. You have 3 lifes that you can use as long as there are some prisoners alive, who saves you when you run out of life. But the aliens use them and you can see the numbers of prisoners getting lower while the aliens get more. If all prisoners die then you wont be able to use any more lifes after you run out of hp.
The game has most sceneries from the movie even some that were not known about back in 1992, like the beach scene.
Aliens thanatos encounter: you are in a marine squad and finds the ship thanatos adrift and you board it to save people and what happened and clear it from aliens, its like an early version of infestation, once you lose one marine you can save the person if you are fast enough to find the hive and before the time runs out.
Aliens vs predator last of his clan: rather dull game and mediocer and final boss fight was a let down, the worst game of the bunch.