Sure you loose money on the deal. How much do you spend on games?
Firmware is not on box but you can then get a good idea from serial number on the box. Check it out in your car and if you don't like it turn around and return it. Move to the next store. Most major retailers have at least a 14 day return policy.
Yes you have to have the money to do that. That is why a good credit history is essential. I preordered 4 n3DSs to make sure I could get an exploitable one. 2 from best buy, one from Walmart and one from GS.
Sky is your only other option.