GameGenie actually allows you to have cheats active when you're playing, compared to Xploder just being able to run saves. The only downside to it is that the developers have to individually figure out what variable to edit in each game to allow such things as infinite health, meaning that there is currently only support for around 70 games. That number is surely going to increase exponentially though.
I just tried to buy it.. won't ship it to the UK.. and no option to just download the software from their website and use your own usb stick and their software.. I want the software!