If you connect to the DSi Shop, you can filter by price for free software.
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Go to Nintendo DSi Shop. There will be games where you have to trade in DSi Points for the game and there are some that are free. Just click on the free game and click download.
You can download games/apps for the DSi via the DSi Shop.
You can download unlimited, full version Nintendo DS and DSi games and easily transfer them to your DS / DSi using: http://www.squidoo.com/Download-DS-Games
You need to connect to the DSi store, and pay for them there. You can then download them to your DSi.
Cartridge-based games will save to the cartridge. A memory card is necessary only if you download DSi-ware games from the shop.