Sorry to bring back this old-ish thread, but I figured it was better than spamming the forum with another GameShark related thread.
I found a version of the PSX GameShark that has all of the codes included within the disc image, no memory card needed. It runs fine in ePSXe but won't work with WiiSX. Code dump upon loading with HLE, black screen when loading through BIOS.
I will check out v5 that turbotronic mentioned above. Any special settings like run through BIOS, etc?