Yes, but only once completely. Got the Kanto dex all finished in LeafGreen, no cheats, and I have like 4 pokemon to go in Emerald before I finish that one (just gotta beat my Ruby and Sapphire carts that I borrowed from my boyfriend so I can get Meditite & Medicham and the Lati@s & then trade with myself.)
Also I'm working on completing SoulSilver, and when I finish that I want to transfer them all to White, then to X.
My boyfriend completed the Y pokedex, using the GTS heavily and no cheats. All 700-whatever of them. Insane.