Please note that everything I write is hypothetical and not confirmed by Gateway team. To the OP:
I believe, some SD cards will work better then others. I would suggest that you used a small SD cards as the data should be quickly accessed versus a high capacity card. And also, one that is fast if you have differents classes. I, for one, use the one that was bundled with the 3DS and it works great.
For the actual saves, I had the problem at first and I found the problem. I would leave my 3DS always powered, sometimes on charges and most importantly, on sleep mode. (clamshell closed)
Again, this is hypothetical but I think that on sleep mode, the 3DS will eventually shut down SD access (like a PC with hard drives) to maintain battery life. It's a that point that when you'll exit a game, the SD link will probably be broken while in-game and the save will freeze/corrupt.
Don't put the 3DS in Sleep Mode between powering the game and saving. Not a single time has the save not worked, regardless of the game.
And last, if really Sleep Mode is crucial for you, you might want to have another SD with no EmuNand, heck, you could put an old firmware on that SD. Hope this helps!
P.S. YEAH FOR BETA FIRMWARES!!