Back from holiday - time to answer these questions.
First - yep, the M3 and the R4 are very similar. They are even made in the same factory. There are differences though - one jumper different hardware wise and, software wise, the R4 has a few extras. It has moonshell, which IIRC the M3 doesn't have as standard. It also has a DLDI-auto patching software system and a skinnable OS, as well as a regularly updated in-built cheat system for games. The R4 also has a few trinkets in the package - a card holder, poorly translated manual and a wrist strap.
Second - yep, you can get Doom for it if you want. Any Doom game. You can also get Duke Nukem 3D (buggy though), Rise of the Triad, Shadow Warrior (buggy) and Wolfenstein 3D. In all cases you have to supply your own WAD or PAK though.
Thirdly - The R4 is my weapon of choice and I picked one up for forty quid on Amazon.co.uk, with a suitable SD card (mini or micro, I can never recall) and adapter. I then realised I got a bit ripped off. You can get the R4 itself for around 30 quid and the cards are really really cheap.
Fourthly - ScummVM owns, though the controls can take a bit of getting used too. I played Monkey Island and Indiana Jones and The Last Crusade both while I was away. Awesome games.