For those of you who couldn't possibly bear losing all of your saved data once the battery dies in your Gameboy games, I recommend getting a device to backup the saved game data to your PC. That way you can keep your Pokemon forever!!! I know there're devices that can backup the ROM and SRAM from games.

Something like this:

http://www.robwebb.clara.co.uk/shop/copiers/copiers.htm

But there might be better devices out there.