Yep, I’ve had similar experiences with handhelds even for games that I own. I could play Metroid Fusion on my SP and get cramps in both of my hands trying to hold it.

Or I could just find a way to run it on the DSi.

You’re going to run into video game preservation issues with or without physical media. I’ve been playing through the GBA/DS catalog and some of the games are selling at prohibitively high prices. Not that I needed a lot of nudging to find another way to play the games…