One of the best exploits/loaders is Free McBoot. It hacks the main menu and adds a few programs that come with it. They include ESR (For loading backups), uLaunchELF (A homebrew launcher), HDLoader (For installing games to a harddisk), and SMS (A media player). The main page for info and installation of Free McBoot is Free McBoot Home. Unless you have had experience using Free McBoot before, I suggest you use the Noobie Package for use with the installation.