As for the GBA, if you're into these types of genres, then a lot of people recommend Castlevania: Aria of Sorrow, Wario Ware Inc, Super Mario advance 2 or 3, Street Fighter Alpha 3, Mario Kart Advance, or Kirby: Nightmare in Dreamland.Moreover, if you just have a GBA as opposed to the GBA SP, you might want to research into getting an Afterburner.
Also, if you're not finding interest in your X-box or PS2, you could always pick up a used Super Nintendo to play many affordable classic titles at home.
And definetely pick up a Max Shot. May want to get some brass piping with it.
You can simply wedge a flat-head screwdriver in the edge of the blue cap and pull it out. It just has two tabs on the side of it which hold it in place, but those don't prove to provide a challenge to pull out the cap. You can then replace the cap once you are done with opening the gun.
Well yes, brass can be dented or scratched if it's open to rough damage. Though, it's worth that chance in order to achieve the greater ranges that you get with brass compared to PVC. So just avoid smacking your gun into random objects, and you should be fine. You could also easily change your barrel if such an event occured.