I don't care too much about the folders option, but if they gave me the ability to put the same game into multiple folders.
For example, I could have a Donkey Kong Folder that has the GBA Mario vs. Donkey Kong, DSiWare Mario vs, Donkey Kong, Donkey Kong '94, NES Donkey Kong Jr., DSiWare Game and Watch Donkey Kong Jr, and DSiWare Metronome.
Then, I could have each of these games in other folders - the two Mario vs. Donkey Kong games in a Mario Folder, the GBA game in a GBA Folder, the DSiWare titles in a DSiWare Folder, the GB game in a GB folder, the NES game in an NES Folder, the Game and Watch in a Game and Watch folder... I'd spend so much time organizing my menu...