Since the 3DS capture isn't going to be out for a while, and the lack of 3DS emulators makes this a tough challenge to show tricks (if there is going to be any) and/or changes shown on the 3DS version in good visual quality.
If you have seen any of my DS related videos you may have noticed that there isn't any shakiness when filming. This is because the camera is on a tripod. Funny thing is that the tripod I use is designed for camera shots (family photos, trips to see the great view, etc), but it does the job for my indirect (3)DS recording. I also connect the camera onto the big TV by using the basic composite which enables me to verifiy if the manual focus is adjusted correctly much more easiliy as Small LCD screen on the camera isn't fully reliable in my opinion. The other reason why I connect it to the TV is because:
I can use my HDD DVD Recorder that records more than 8GB (SD Card) or 60 minutes from a mini DV tape.
Unforunately I could have used a Firewire cable which works like USB in terms of transfering footage from Camera to PC but there's a small chance that it could drop frames during a live recording and the original source from my camera is Mini DVs and sometimes the camera loves to chew on the tape, destroying the original source.
I also film my DS sideways which sounds odd at first but it enables me to get both DS screens in one shot. I did submit both my SM64 DS and NSMB DS runs that was originally filmed sideways, Nate did the final touches on my published runs.
Sound can be directly recorded by using a 1/8th inch audio cable and you connect it from the (3)DS system's headphone port to the camera's mic port.
From there depending on the camera you may need to adjust the (3)DS system's volume to prevent high gain/stupidly loud audio.
To do: Video editing perhaps.