SMS is pretty cool. Check out the original Phantasy Star, really blew away the original Final Fantasy IMO. Oh, and Wonder Boy III: The Dragon's Trap. That game is badass if my 20 year old memories can be trusted. Unlike the NES version, the SMS version of Ghostbusters was actually fun in my opinion.
I played all my Sega Master System via the Power Base Converter, which is an ugly old thing that plugs into the original models of the Sega Genesis and has a slot for both SMS cartridges and the little card games as well.