I'm partial to the original Game Boy releases of Tetris. The original pack-in title is a great portable time-waster (love that game), and the updated Tetris DX ups the ante with improved color graphics, cut scenes, battery saves, etc. I also picked up Tetris Plus recently, and it's just like the original pack-in Tetris with the addition of a "save the professor" puzzle mode (like the PSone release).
I've tried Tetris Worlds on Xbox, and it plays fine. Still, it seems kind of a waste to play this simple puzzle game on any of the powerful next-gen systems. The handheld versions really keep the game modest (no fancy FMV sequences, odd backgrounds, etc.) and quick (no load times). In fact, I just picked up a copy of Tetris Worlds for GBA on sale for $15 this week at Circuit City, so I should have an educated judgment on this one soon as well. It's hard to go wrong with Tetris on a handheld.