In the Pokémon games, there are TONS of references to the real world, stories, other games, game systems, the list could go on for days. The GTS' giant globe is a huge example of one of these. In most every game, if you look at the thing next to the TV in the main character's room, it says "It's a (insert favorite nintendo system here)!"
Then, in one of the first towns, someone says "I saved my game, so now I'm taking a rest."
There is always someone with a video game, saying that they are trading a pokémon with a friend. If it is just another handheld that looks like the popular one at the time, or a real world reference, isn't so clear.
One real world reference that is common in most games is when an N.P.C.
says something like: "Push the A button..." or "select the items pocket..." or "Hi! I'm the head artist for Game Freak! I drew you!..."
and the occasional "THIS IS A VIDEO GAME!!!!!! WE DON'T REALLY EXIST!!!!!! HAHAHAHAHAHA!!!!!!!!!!" Okay, they only do that on runescape.

I know that I'm missing some, ( 's pokédex entries!!!!!!) but that's all I can think of. As somebody once said:

and there's a Nintendo game console in your room ,GC on RS Wii on DP

Yeah, I play Runescape so I know about that one.
This isn't a Pokemon real world quote, but in MMBN6 Lan Hikari has a DS.

- DNA