I'm really on the fence. Granted, the DSi version is so much cheaper, but I'm also looking for cool 3DS games to play..

The 3DS version doesn't translate the 2D art style very well at all, and generally makes the the game much harder to play, because it can be hard to make out where enemies and enemy projectiles are. The game gets pretty tough at the end, and you certainly don't need to make it any harder on yourself.

The extra features aren't super interesting on ANY of the platforms, and the main game is really what matters. So if you really want to play Cave Story on your 3DS in particular, I'd recommend the DSiWare version.