Dragon Quest IX allows up to four players play co-op via the Nintendo DS's local WiFi. That's great. Know what's not so great?
According to the game's box art, only one game can be saved at a time. This seems like a decision based on the size of the DS cartridge. Perhaps.
Other DQ have allowed players multiple data save slots to cover their asses when making decisions so they could go back and redo any stupid mistakes. Sadly, you'll have to live with those dumb choices — hey, that's just like real life!