When it comes to the technology side of the equation, Legend of Kay is ambitious. The DS will always take it on the chin for its 3D shortcomings, and Kay does a lot with the little it has. Character models look pretty good, particularly Kay, who has a neat Crouching Tiger, Hidden Dragon thing going on with his jumps (you'll see this animation a lot). Even more impressive is the size of areas - they're pretty big and feature lots of varying geometry.
The problem with big areas, however, is there isn't much in them. There's the occasional coin or enemy, but you're mainly running through a barren wasteland trying to figure out where the navigation arrow is pointing. Much of this can be attributed to one key design decision, the lack of combat.
Audio is, well... audio. I like the Asian beat droning in the background, but it is just sort of there. It doesn't get in the way and compliments the game reasonably well, but at the same time, nothing really stands out as memorable.