Go ahead and use Wi-Fi. Getting a hacked Pokémon is inevitable, but there is no reason to actually have to use it if you don't want. When trading with an actual person, always try to make sure you know what you're getting. When trading via the GTS, don't trade anything you aren't willing to sacrifice, in the off-chance that it is hacked. And most good things on the GTS are.
With regards to the legitimacy of hacked Event Item Pokémon, the Pokémon itself is legit. It is the real Pokémon that comes from the actual gaming data, and therefore, there is nothing wrong with the Pokémon itself.
The illegitimacy comes from the fact that some people who trade for Event Pokémon will only accept one retrieved with that Event in mind, as it is considered "the real deal". When trading such rare Pokémon, value isn't necessarily determined by the Pokémon itself, but rather the difficulty in getting it. A hacked item is something mostly anyone can do, but one that is recognized as "the real deal" will usually be worth much more.
And as for Darkrai, the one you get with the Event Item and the Movie one everyone is raving about should be considered different, as the Movie Darkrai is one given as an Event, while the one you get with the Event Item is the normal Darkrai you would have to catch.
(Er, boy that's a lot of words. Sorry about that lol.)