Jam With the Band (Europe)
A retail copy of Jam With the Band (European Version) is required to download songs from Jam With the Band's Wi-Fi. This will open up hundreds of new DLC songs for you to download (though you can only download 50 songs) that you would be unable to access by using a flash cart and BDX Mega Pack, due to Anti-Piracy measures that lock pirates out of Wi-Fi. This is also an extremely worthy purchase if you are more interested in western music than you are in J-Pop, Anime Themes and Video Game Themes, as the BDX Mega Pack is based around Japanese .bdx files and is thus comprised of mostly Japanese music. The game can be purchased for extremely cheap (usually for less than $15 shipped) from many UK based websites.
Daigasso! Band Brothers DX (Japan)
A retail copy of Daigasso! Band Brothers DX (the Japanese version of JWTB) is required to download songs from Daigasso! Band Brothers DX's Wi-Fi. This will open up, not hundreds, but THOUSANDS (7500 and counting) of DLC songs not available in the BDX Mega Pack or on Jam With the Band's Wi-Fi. If you're a fan of J-Pop and Anime, this is a must-buy as it will give you tons of songs to choose from, but be careful, you can only download 100 songs! However, the game is entirely in Japanese and though you may be able to navigate the menus from playing JWTB, you must also search for DLC on Wi-Fi with Japanese characters (for the most part), so you may require a Hiragana/Katakana table (song names are never listed in Kanji) unless you are able to read Japanese. Sadly, the game still retails for about $50 no matter where you look, so it's far more expensive than the other two options. If you do decide to buy it, make sure that you buy the DX version and not the original game (Daigasso! Band Brothers) or the expansion pack for the first game (Daigasso! Band Brothers Tsuika Kyoku Cartridge).
Flash Cart + BDX Mega Pack
The third option, which you've almost certainly used if you're at this Wiki, is the option of using a Nintendo DS Flash Cart and the BDX Mega Pack (or other .bdx files) to use the plethora of .bdx files that only dirty little pirates can use, and aren't available in JWTB or DBBDX's Wi-Fi. It is also of note that the BDX Mega Pack also contains many songs from DBBDX's Wi-Fi, but it's FAR from everything available.