There are linkers with built-in storage, including the DS-Xtreme, G6 DS Real, and the N-card clones (N-card, Fire Linker, MK5, DSLinker, etc). Of those, the DS-X is overpriced and the N-card clones have some issues to work out, so it looks like your best option at the moment is the G6 DS.
Personally I prefer external media devices myself. You could get a card reader pretty cheap anyway.
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