I've never played the GBA version, but I bet it's great! That's pretty cool that the Working Designs guy helped you through that.
The Sega CD version was one of my first Sega CD games(yes, I actually have one of those!). I'd rented it first and immediately fell in love with it. The story of Alex, Nall and Ramus going of to get rich from dragon diamonds. Alex leaving his 'friend' Luna behind to have a great adventure. Travelling to Meribia and meeting Mel. Going to the magical city of Vane to meet Ghaleon himself... It was a fun, innocent adventure of a game. After all this, I knew I had to own it! Out of all the games that I've played, I've probably got the fondest memories of Lunar.
I bought the PSX version(I wanted the Saturn version, but I don't know if it ever came out in NA) as soon as it came out. It's the only game that I've ever pre-ordered(directly from Working Designs

). Compared to the SegaCD version, I agree with Seebs, I like the SegaCD game a little better. I like that graphics style a touch more, but most of all I liked the music on the SegaCD (the PSX soundtrack is great too). The only VG music that comes close to is Castlevania: Symphony of the Night, IMO. I actually have the SegaCD game in my CD wallet in my car for the soundtrack.

The PSX version is still a must-own for the anime cut scenes though...(as is Eternal Blue).
My favorite character? Kyle(kind of like Roy in Robotech, and kind of like me

).
Never before has a video game brought out so much emotion in me then Lunar: The Silver Star.
Well, there's my Lunar praise job!
(I'd like to say that I'm listening to the soundtrack now, but I'm listening to the Grandia II one instead

)