Before I go out and purchase the connecting cables can you tell me why I would want to connect these two? I don't see much written about it at all except for the fact that you can use the GBA as a controller for the gamecube but I can't find out if it would work on all games and exactly what it does. Anyone try it?

you can't yet. Wait for the Cube version of Sonic adventure 2 and the GBA game to come out. you have to have them both and the cable to connect them. I didn't even know the cables were avilible for purchase yet.

I guess amazon has me confused because they sell a "playline", not a multiplayer link but whatever a playline is they don't have any description of it, just different colors. It's cheap enough. I plan on buying the Sonic game so thanks for the heads up but why would I want to buy both the sonic for gamecube and for gba? Wouldn't they be the same game?

No, they are very different. The GBA version is 2D and the Cube version is 3D. Plus, you can "train" creatures called chaos on your GBA and then use them in mini-games on the cube version, apparently.