The first thing to know is that both games aren't full Pokemon games, so you're not going to get nearly as much gameplay out of them as you would from the main games. The limit on what Pokemon can be obtained means that you can't pick and choose your team freely. Rather, you have to work with what the game gives you. Also, almost every in-game fight is going to be a Double Battle, so expect greater focus on tag-team strategies.
Second, both games are more of traditional story-focused RPGs as opposed to the "endless quest" style of the main games. There are a few side-quests, mostly in the post-game after clearing the main storyline, but you pretty much follow the plot from beginning to end with minimal deviation. As far as the storyline itself goes, it's more involved than the usual "Eight Gyms-Evil Team-Elite Four" format, but it's got its fair share of cliches and uninspired moments that drag it down at times. I personally favor the plot of Colosseum for feeling more like a noir story, one where you're not sure who's going to appear or what's going to happen. With XD, the plot is more straightforward and most of the major twists are explained within the first hour or two of play.
Finally, there are the Shadow Pokemon. You obtain them by literally stealing them from enemy Trainers when they appear (you can't steal any normal Pokemon, so don't bother trying), then you have to work on purifying them to turn them back to normal. This must be done if you want any Pokemon that can level up, evolve, and be traded. In Colosseum, this is a tedious process, but XD offers some quicker alternatives. The Shadow attacks they can use may sound good on paper, being able to hit any type, but they get more and more useless as the game goes on, so purification is a must if you want to keep up with the level curve.
All in all, they're not for everybody, mainly due to the lack of available Pokemon and the somewhat-iffy plot. Still, both games are a decent way to blow 20 or so hours on a Pokemon quest that doesn't require much thought.