What is the best site to download r4 games?

You can download them, or make your own.

They're actually called themes.

The must trusted and reliable website I know to get themes for the NDS,

Is www.ndsthemes.com

At the top, (the menu bar), click on R4DS/M3DS, and you'll see a bunch of themes there.

Then, just download them, and save them to your R4 in the -system- folder.

(In the system folder, you need a make/go to your "THEMES" folder, make a NEW folder inside it called "THEME01" if this is your first theme, and then save the theme you just downloaded in it. Once you've done that, just put the R4 in your NDS, turn it on, and hit Select and then A. Your theme will become the new background)