I have no experience with the R4, but i got an m3 and i love it. No patching and NDS roms run great. Music playback is so-so. I havent tried a video on it yet. R4's seem to be hard to find recently. I got the m3, usb card reader, rumble pack and 2gb micro sd card for 60$ shipped.
If you want support for games, videos, and movies, then your probably going to want to get a M3 DS Real.
Alright thanks for the input guys im going to get an m3 and i think i will try to get it packaged with some micro sd Thanks Again Everyone, OM121