Don't get your hopes up over RTS. Its iffy at best still. On the cyclo there's just one save state per game, so its not quite as convenient as emulator save states.
Similar to emulator states, they try to capture everything the DS is doing at that point in time, and write it to a file. Getting the DS to return to those actions mid game is where it gets iffy. You're encouraged to try to put your game in its most inactive state first, like entering a menu for example, before trying to real time save.
Likewise when loading, if the DS is super busy and you try to force the real time save to load, you're asking for trouble. Sometimes you can load a save state and the game music or other aspects will fall out of sync and the game will usually crash soon after. The next time you try it may load just fine.
Its a convenient feature on games that unduly limit your ability to save on demand, but its not yet as stable or convenient as an emulator's save states.
It also fails completely on some games. If you're thinking of saveing during difficult missions on chinatown wars for example, forget it (at least for now).