DSi and 3DS support WPA 2, but games must be DSi Enanched to go online on WPA/WPA2. DS and DS-only games support only WEP.
To play online my DS games I have a guest network with not broadcasted SSID and no password, but only allows my DSLite, DSi and 3DS's MAC addresses to connect one at a time and has its very own subnet. Not too secure, yeah, but it's all I could do on my home router.