OK, gonna use this as an opportunity to push my favorite stylii, which are these cheap, lightweight ones that do NOT fit in the slot but have a pocket clip. They just feel so much better against the screen and in the hand.

The nicest ones for the feel against the screen that I've found is the Papermate PhD pen/pencil/stylus (e.g., here on eBay), but it weighs more than I like.

I haven't tried the Nintendo styli, so I can't compare.