SnezziDS, an SNES emulator for the DS, will not run on any device that doesn't have GBA compatibility, so only a few slot-2 cards can run it. However, as SNEmulDS is based on the SnezziDS CPU core and runs on all devices with DLDI support, I wouldn't worry too much about it.
The best GBC emulator for the GBA or DS at the moment is Goomba Color, which runs on the GBA only, so you won't be able to launch it on your R4. The emulator Lameboy will run however, but it doesn't have sound.
For SMS emulation, you can use DSMasterPlus, though I've heard that the SMS emulators for the GBA are a bit better. I'm not sure about this point however.
That's all I can think of.
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