Yeah you can add 3rd party cheating devices like Game Genie(NES, SNES, GameGear), Pro Action Replay(SNES), GameShark(GB, GBC, GBA, PS, PS2, PS3, DS, GC and more), Action Replay(similar to gameshark). There are more like GoldFinger etc. And you can also use raw patch codes to patch memory.
As you can guess, GG and PAR are outdated, and are antiques now. GS and AR are very popular among gamers. All are supported by most emulators. In fact, emulators are the most used for finding memory patch codes for using in these devices.