Game gear:
Get a flashcart that is compatible with the game gear and put your roms. You hacked it. yippee! I guess
Nomad/ Mega jet:
All of them just play sega genesis games, so put an everdrive cart like you would do on a genesis and.. you hacked them. BOTH OF THEM ARE THE SAME THING.
VMU:
Now THAT is what i call shi-
just plug it in your computer and drag n' drop the .VMS files using tools.
These are just memory cards with mini games, so dont excpect it to run doom.