The benefit to having a Superkey is there is no chance that you can "brick" your DS...
Though Benny's apparently very good at flashing DS's and doesn't brick them, there's always a chance I guess.
Superkey doesn't fuck with your firmware, it merely tricks the DS into booting up from Slot 2 (GBA slot).
And yeah, you can use Moonshell to playback media, you just have to put the right version of Moonshell on your card...
i.e. Use the microSD one for SC Lite.
As far as your last question goes... I can only answer for when you are using Superkey with your SC.
Yes, you can play originals without removing the Supercard, since there is nothing to trick the DS into loading from Slot 2...
So... It does in fact go to the menu or if you set it on your DS, boots from Slot 1 immediately.
Hope that helped somewhat