i got one, really easy to set up. You can play games, listen to mp3s and watch MP4 movies, I suggest you get the SDHC version, you can get at least 100 games this way. The R4i is now out too for the DSi.
I dunno if you can post a link to a good retailer for them but here you are
http://nintendodsr4.co.uk/ if you cant then please remove.
Please note, that the device IS legal as long as you are using your own homebrew games. Though many find this product is used for illegal purposes as you can download DS Roms ( which are only a few MBs) from the internet and move onto the cart and play DS games both offline and online.