I really have no idea. It creates separate files per game afaik, so that would suggest one savestate. But we could investigate further. edit: looks like it only supports one saveslot
I will try to come up with someting smart, who knows edit: the new version will have the option to switch on/off fceu cheating. It simply renames the cheat folder for the time the cheat option is switch off
I was refrerring more to arkanoid controlllers etc, meaning alternative emulated controllers for the NES itself. As long as you map Sixaxis controls to keys, it should work like in any other emulator. I suspect that reserved keys cannot be overwritten, but I have not tested that.