Unfortunately, only two SRW games have been officially released in English, and they are Original Generations 1 and 2 for the GBA. Both are very good games and do a good job of introducing you to the general mechanics and culture of the SRW universe. Many of the units in these games also make apperances in other games. A PS2 version of these two games was released in Japan but didn't make it to America, which is very unfortunate.
There are a couple fan translations of SRW GBA games. One of them is SRW J. I haven't played it so I can't tell you how good it is.
I just love watching the robots beating up each other with their over-the-top attacks. It's a very fun series to get into!
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Long live Saint Seiya!!