one of the cheapest ways is a Supercard, but ROM compatibility isn't that great. It'll play maybe 75% of GBA games and 95% of DS games.
M3 is the preferred way for a lot of people because of the fact that it has the best ROM compatibility out there, for DS and GBA games (99% for both). The downfall to that is the price tag, but when you think about it you could buy 4-5 games and that would be equal to the price of the M3 plus the Passcard3, which is needed for DS Dual Screen mode
Hope this helps! You can find more info by reading product descriptions at authorized dealers, like http://www.getyourgameshere.com
Also, for something cheaper than the M3 but almost as good at GBA and DS games try the EZ Flash, though not much homebrew workis with it, GBA and DS roms are fine.
The supercards own video player is an old version stolen from the GBAMP (an old version of the M3) and it is rubbish, however you can use moonshell to get good videos.
The M3 video playback is better, but still not very good, but it also has moonshell built in, so you ca use that instead.
i've ordered from http://www.getyourgameshere.com and they are USA (TX) based.. so I got it extremely quick. They're really reliable too, and provide you with the delivery confirmation number in case you want to track it. Too bad USPS's website sucks for tracking lol
The only downfall with ordering with them is I think they only ship to US and Canada right now
I just got a g6 Lite and could not be happier. Didnt have to worry about compatibility or anything, I had an m3 about a year ago and i bought 3 sd cards and NONE OF THEM WORKED, came to find out you needed specific ones. with g6 lite you need not worry about memory cards, BUT the capacity is lessened. But who really needs to carry all those games around? Ive got 13 NDS games (some biggies, like nintendogs and metroid) and a healthy amount of gba games (also some biggies) loaded onto my g6 lite, and havent really swapped out games but once or twice.
Ordered from divineo, but SUPER EXPENSIVE SHIPPING!
The order with the G6 lite and Passcard was like 150 something (not near my home comp so cant tell you exact) and like 35 of that was shipping, the only shipping option available. But I wish I had never bought any games for the ds and just bought this first (I own like 21 ds carts). Totally worth it and almost completely idiot safe.