Here's the guide you should use:
dsi.cfw.guide
This guide will give you twilightmenu++ which I recommend using so that you can enjoy your DS games ran natively from the SD card by working as a frontend for nds-bootstrap. Included are also many other emulators like SMS, Genesis, SNES, GB/GBC, Atari800. It also comes with GBARunner2 which lets you play Gameboy Advance on your DSi. If you plan on playing Pokemon roms you should try out
pkmn-chest which lets you transfer pokemon between the different games with ease just like the official Pokemon Bank for 3DS
(just better and free).
Then I recommend getting edpJoy which let's you use your DSi as a gamepad on your phone or PC.