Well, if you're a modder, you can always go with this.

I'm not certain if you can save games to an SD card. I don't think you can. I think you can move saves to an SD card to back them up, but no VC titles. Apparently the word at the moment is that if your system dies, you lose your downloaded VC titles and have to redownload them. I hope Nintendo figures out a way to rectify that.

By the way, Super Mario World is frustrating on a Gamecube controller. It seems that the button layout of the "classic controller" was the focus, and the GC controller just got mapped so the letters matched up. Consequently you use the small red B button to do a normal jump, the big A button to do a spin jump, and the Y button to dash. It was incredibly frustrating, as I'd keep dashing while riding Yoshi, and I'd instinctively try to jump with the huge green A button, but that meant I'd be jumping off Yoshi.

I guess I'll have to go pick up a classic controller.