Haha I've got the Tennokoe 2 bank, The only games i've got it to save on are the bomberman ones so far, strangely it runs on 2 AA batteries, once removed all save states go with them, dunno how long the batteries last for though, the bank also has a power light so when the consoles on there is now a light to indicate when it is on.
I do get a kick out of going to friends, "Do you want to know what a memory card from like 20 years ago looks like?" Their faces are priceless.
Personally if you have no intention of getting either a CD attachement or a DUO then this is really the only way to save your HU's states that i know of.