Using all of the information in this topic (not just this post) you should now be able to use all of the below listed games on the latest version of VBA without any problems (at least as far as being able to save your game).
Below are a list of games that do not seem to work well in the latest versions of this emulator but do work in older versions or by modifying some of the emulator's setting.
Although the best Gameboy emulator out there (in my opinion) it is still not perfect. I've been using VisualBoy Advance for some time now (since version 1.3) and have built up quiet a large rom collection for it. There is also more information about the IPS patches for all of the Pokemon games.
The updates do include all of the Dragon Ball (Z)(GT) games that are listed here as well as a new Pokemon game the was recently released. Not everything has been updated though as there was no need for it since the information is already in this post. Some of the following information has been updated in later posts so please scroll down further to view these updates.