ummm... You know... there is ways to converting a .3ds to a .cia right? I mean, godemode9 can do that without any hassle. And then you have sites I cannot name.
And getting a r4 only works for ds games, not 3ds. (unless your talking a sky3ds plus) but it's kind of pointless getting one.
If the only reason you want to hack a console is to pirate, you need to look at the big picture. You can play Homebrew games, use game mods, home menu themes, wireless streaming, and emulators. You need to think beyond saving a few bucks.
The checks only occur at install time while downloading from their CDN (like freeShop does), and the checks that actually send console info that could get you banned occur while using the NIM module, and that module is used on sleep downloads.
In short, previously downloaded games are fine, and installing not-blocked titles (here is a list) not on sleep downloads is fine too.
The FBI thing you misheard is for when all (or most) titles are blocked by Nintendo and you can't download them through freeShop. When that happens you'll have to look up the .cia of the game and install it through FBI.
Playing online is fine, except for cheats and unreleased games.
I recommend updating, as you won't lose anything. The changes are made serverside, so staying on a lower firmware version doesn't help.