Nope, just a bog-standard SD card.
No, not unless it is given as part of a special deal by the store you buy the console from.
All SD cards work on the DSi.
take out your sd card and look on the side of your sd card and you will see a little slider thing and it will tell you which way to unlock it and which way to lock and put on the side where it says...
About 15$ bucks at target