The R4 is by far the best Slot-1 flashcard for the DS. It supports up to 2GB of microSD memory, and allows you to play 'backups' of your games and homebrew. It can be bough at DealExtreme.com.
Getting Started
To start off, plug your microSD into the supplied adapter and plug it to your PC. If your computer does not automatically open it, go My Computer. Right click the R4 DS drive (drive letter varies by system) and click 'Format...'. In the popup window, select 'FAT32' from the File System drop down menu and press start. Let it format your microSD card, and close it when it finishes.
Now we have a clean, properly formatted microSD. It will not boot up until you install the firmware. You can use the one included in the CD, but it is recommended you download the latest firmware at the official site. Once you've downloaded the zip file (English-1.17.zip, or a newer one) extract all of its contents into the microSD. It is recommended you make folders in your microSD for when you get a lot of games and apps, especially if have a 2GB card. Personally, I have 3 folders - Applications, Emulators, and Games. Now your card is ready for games and apps!
Games
The R4 DS supports DS games in .nds format. These can be downloaded at NDS-Roms. Then simply extract the game and put it anywhere in the microSD card (preferably the Games folder).
Skinning
The R4 DS is completely skinnable, so almost every part of the GUI can be modified. Themes can be downloaded at NDSthemes, under the R4DS/M3DS Simply section. Find a theme you like and download it, but I recommend you sign up first because they have a download limit for guests. Extract the contents of you .zip file onto your desktop. If your theme didn't come in a folder, create one. Rename the folder to 'theme01' and open your microSD card. Go to '_system_', and create a folder called 'Themes' if it's not already there. Copy and paste 'theme01' in the 'Themes' folder. Now for any more themes you want to add, name them 'theme02', 'theme03', and so on.
To select a theme in your R4 DS, turn on your DS, and wait until you come to the main R4 menu (with the three big icons). Now just press 'Select' to cicle through your themes.
Troubleshooting
Problem: My DS won't detect my R4!
Solution: Turn off your DS and remove the R4. Blow on the DS's slot and wipe the contacts on the R4's cartridge. Without putting the R4 back in, turn your DS on. Turn it off again, and reinsert the R4. Repeat as needed.
Problem: When I turn on my DS with the R4 in, I just get a black screen with 'Loading...' text.
Solution: Turn off the DS and remove the R4. Pull out the microSD card and blow into the R4 slot and wipe the contacts on the microSD card. Try again, and if it does not work, plug your microSD into your computer. Cut and paste everything in your card into your desktop. Format your card, then download and install new firmware (See 'Getting Started').