Uh guys... DSi isn't like hat.. I used Action Replay all the time. Where you get forgeted up is probably it online, but even that isn't so sure. You could Action Replay a realistically statted Pokemon and they couldn't brick you.
Although I heard the 3DS has much stricter protection. That combined with that it's always on, looking for new messages and junk. Unless you force it to be unable to connect, you'd probably get caught pretty quickly.