There's a visual novel reader for Nintendo DS, you know. I had heard of the demo of Fate Stay Night and some of Tsukihime (English translations) being ported to the DS, but had not looked into it.
The site for the reader is here: http://digital-haze.net/vnds.php
That includes the reader, and ports of that demo of FSN and Tsukihime, as well as Narcissu (which I hear is good from the PC version), and something called "Anon's Nice Day" which I admit I haven't heard of before.
It seems to use its own format - some .scr files that describe the background image to use, sound files, music, text, choices etc, as well as needing those visual/audio files separately.
EDIT: Wow, this Fate Stay Night DS download is 73MB whereas I thought the demo for DS was under 10MB... maybe it's the whole game after all!