lol, I remember Action Replay from back in the days of the SNES and Genesis.
Game Shark is a scam. You buy it once, then in two years, they come out with a "new version" and you have to go out and buy THAT ONE if you want to use it with any of the new games.
It's worse than Microsoft when they stop supporting old versions so you'll go buy the new one. Because when Game Shark stops supporting one, it's all but useless.
Honestly, and I know this isn't any help, I'd get a PC and do your gaming on that. Cheat codes are either built right into the game, or you can download trainers for free that help you cheat.
I can't speak for Action Replay, never used one. But I can't imagine it would be any better than a GameShark