Rekka no Ken is easily the best of the GBA games, although Sacred Stones was still fun in some way, namely by how easy it is to curb stomp the whole game by abusing the Valni tower/arenas. My favorite overall still stay Radiant Dawn, though.
Sacred Stones > Blazing Sword
I just did not enjoy FE7 as much. I liked the characters and story of Sacred Stones better for the most part. I loved Sain though.
FE7 is my favourite, but I've played through it over 20 times now, so I'm a bit sick of it. In second place is eitherFE9 or FE10. FE4 is in third.