I have two of them, but never use them. The game isn't very exciting if you just cheat your way through it. It would be much more exciting knowing that you beat a game fair and square. Competitive battlers actually take the time to EV train their Pokemon, without the use of a cheating device. It makes you proud of yourself when your EV trained, IV breed Gallade is battle worthy.
I'll just say that the easy way isn't always the best way. It should be long, and full of struggles, that way you feel more proud when you accomplish something you've worked days or weeks, or even months on.
I've cheated a few times, yeah, I'll admit it. But now that I look back at it, I wish I had never done that. No, my DS didn't break, nor did my game crash, but I regret it because I don't feel as proud of myself, as a person who did it fairly. Luckily, I sold my DS lite in order to obtain a DSi, which is not compatible with any cheating device.
I may borrow my friend's DS lite to use the Action Replay, but that's only for Pokemon Pearl, in which I am doing a special challenge. And what then? After you've beaten a game with a cheating device, what will you do? See, it's not as memorable as having beaten a game fairly. When you cheat, there are no struggles, or memorable moments.
You could use a code to make shiny's appear, while some other person does it fairly by chaining, which may take hours, and is very frusterating. But atleast the person who caught that Shiny Pokemon will feel proud of himself/herself for doing something fairly, knowing that it's time consuming.
Think of it this way: If you worked hard to get something, you'd be happy, beyond happy, actually. But if something was just handed to you, say like a new CD from your favourite artist, the person who worked for it will cherish the item, because they knew that they worked hard on it, and deserve it.
So, basically, cheating is bad, don't do it. And your poll options make it seem like you want to use an Action Replay, what of those that don't want it, and not because it isn't worth the money?