I have another concern regarding saving.
I noticed today that one of my games wouldn't save anymore. I was playing Sonic Advance all week, exiting back to the main menu always auto-saved my progress, today however I noticed the game stopped saving, even when using the *+Start method, the game would not save and I could not figure out why. I made sure the save file wasn't made "read only" somehow, but it wasn't. I eventually deleted both the rom and save file and copied over a fresh rom and then the game started saving again as normal. This is the only time this happened to me so far but it is very alarming considering I am playing a few RPGs at the moment. I don't care about losing my Sonic save but if I lose an RPG save I will be very disappointed.
Anyone else experience this? or have any thoughts as to what may have caused this.
Did you test the storage in your device? Can it be the problem of your storage of the memory card not enough? Can you delete the former saving files and to test if it can work?
Yes, I always unzip the games and play them. I did not try the zip games so far 
My save issue happened again for the same game too, Sonic Advance. The first time this happened I just erased the old rom and save file and loaded a new rom, the game then worked fine and saved accordingly, but about half way through the game, once again, it just stopped saving, I don't understand why. I tried both the zip version and the unzip version, the save file isn't copy-protected, there is nothing wrong with the memory card I have 11gb free, I can transfer files, play other games and save with no problems. So far, its only Sonic Advance thats giving me trouble, it will save for the first couple of times I play, then just stop.