With a DC, I just connect it to a computer through serial or ethernet, pop in a CD-R with a loader program, and I can easily upload and run code on it.
On the Saturn, getting a loader to run it much more difficult since it requires some kind of console modification (like disabling the disc-door state detection in order to allow disc swapping, or getting hold of a sold-out disc drive replacement) or an ISA-only PC Comms Link card and a Pro Action Replay. (I do happen to own a PAR, but not a Comms Link card and would rather avoid setting up ISA compatible hardware just for one purpose.) Testing on an emulator is a terrible idea, because you have no idea if it will work on real hardware, and I like trying to come up with ways to break emulators anyways, so that option's no good.
And... I was going to ask if you had any ideas for how to upload code in my situation, but I decided to search for "pc comms link saturn" while typing this and found a Bluetooth adapter for the PAR's comms port, so... I guess I just ordered one.
Actually, I've been working on an SH-2/3 assembly blitting library to run on the HP Jornada 690, a palmtop computer which has a 133 MHz SH3-DSP as the CPU. One of my goals for the library is for it to run on a 32X (which I actually don't own), and a Saturn is much closer to a 32X than the Jornada, so I'll be able to get a better idea of it's actual 32X performance this way.
And the Jornada really does use the DSP variant of the SH-3. I was disassembling the hardware initialization code of the boot ROM to figure out what it's memory timings were (to compare them to the 32X) and found it executing DSP instructions. I wrote a test program to double check, and it passed. The Jornada has a software modem, so the DSP capabilities are probably used for that.