In Gen 3, only Ho-Oh and Lugia are exclusive to the GameCube games. However, it is a lot easier to obtain certain Pokemon in those games compared to R/S/E and FR/LG. Most notable of these are the Johto Starters, Togetic and the Legendary Dogs in Colosseum. In XD you have easy access to such annoying-to-catch critters such as Kangaskhan, Magmar, Electabuzz, Tauros, Chansey, Lapras and the three other Legendary Birds.
So all in all, if you really hate filling the PokeDex in Emerald, hate running after the dogs in FR/LG or just despise all that the Safari Zone stand for and can't be without Ho-Oh and Lugia in your Dex, Colosseum and XD will fit you perfectly. If you happen to like those things however, XD and Colo are still great games with great story and a amazing battle system. Don't turn them down just for the lack of exclusives.
Source: Experience and http://bulbapedia.bulbagarden.net/wiki/List_of_Shadow_Pokémon