The 3DS has exactly the same problem. It's way better to have all your games at once (I chucked a 32gb card in mine), but Nintendo charge ridiculous money for eShop AAA games so as not to undercut their retail partners. Sometimes there are sales though.
Having stuff like Binding of Isaac or whatever always around for a quick blast is great.
It's a bit of a faff if you're on a bus or a train, say - I'd much rather change games without risking dropping the cartridges on the floor of the tube (just typing that made me nervous).