Nintendo DS (NDS):

When running NDS games press L2 or R2 to switch screens.
Save games on the NDS and other consoles by clicking both joysticks and then clicking “A” on save state.
To load games, click both joysticks and then click “A” on "Load state".
You can also access NDS cheats from the same menu
Use the right joystick as the Stylus for the NDS and click on the right joystick to interact with the Stylus.

General Consoles (PSP, N64, PS1 ETC):

Exit games with: SELECT + START
Some consoles SAVE with: SELECT + R1
Some consoles LOAD with: SELECT + L1
You can also SAVE/LOAD by clicking both joysticks -> Choose a save slot and tap B -> Anytime you would like to load a game, click both joysticks again -> tap B on the load state!

Operations with the Plus cards are a little different.

Plus Cards:

Exit game: FN + START or click both joysticks and exit game
SAVE: FN + R1 to SAVE
LOAD: FN + L1 to load
NDS: L2 or R2 to switch screens
NDS: Click both joysticks to access cheats, save, AND LOAD