I play the main games (created by Nintendo) on my handhelds, and if I'm ever in the mood to play a hack, I'll play it on an emulator.
I assume that you're interested in filming some videos of you battling? In that case, I suggest playing the game on an emulator for quality purposes. If not, you would have to be recording yourself holding your handheld and the quality/sound/everything probably wouldn't be that great. xD