For just a couple of bucks you can get the CycloDS Evolution, which allows you to play mp3's, movies, books, ScummVM (for those old-school adventure games), emulators for a lot of consoles, Quake and Doom on your DS. But part of that was already mentioned. You might have heard of complicated patching that used to be required, but that is no longer the case.
The DS also doesn't have any loading screens, which is a big plus if you just use it for a quick gaming session in the train. And I really like the dual screens and touchscreen.
Apart from that, just look at which console better suits your gaming style.