I haven't used the Nintendo DS, but I've used the Nintendo Wii, with the balance board and I love that.
I haven't used it regularly enough to know if it really burns calories. It does make me sweat, though!
It weighs you each time, and keeps track of your weight for you. I've been going to the gym, but am meaning to start using this in addition for the extra and different exercises it gives. Plus I like the weight tracking
But beware, it doesn't sugarcoat anything. It tells you (or at least, it told me), "Uhoh, you're obese!" At least it's really pleasant about it!
I don't know if the Weight Loss Coach is anything like the Wii, but if you have questions about the Wii Fit, I'd be happy to answer them!
Good luck!
Naia