First of all you don't need a wifi router you can also buy a usb stick wich you can plug in you're pc (with internet acces ofcourse) and need to instal a thing or two and you can go online. It cost's about 30-40 $
The connection from the games itself is very easy, you just have to search for wifi adapters and configure it, wep key and that kind of things. After that you can click on wifi and the game searches opponents from around the world or from youre region and you will be gaming in a few minutes
I think it's really worth it to buy cause nothing beats a good multiplayer game instead of killing that stupid bots. Do you have a lot of ds games that have a wifi function in it? I myself play a lot of mario kart and metroid prime hunters and I really enjoy the online aspect of it. So I do think it's worth to go online with youre ds cause it really extends the lifetime of youre games.
Here's a link to the usb thing:
Nintendo wifi usb Hope you have fun with it when you decide to buy it