First: WinUAE is not an OS. It's like a virtual piece of hardware, and you run AmigaOS on top of it. It pretends to be a classic Amiga system.
WinUAE runs on (you guessed it!) Windows.
UAE runs on Linux, and most any other UNIX.
E-UAE runs on Linux and most any other UNIX, and contains features ported over from WinUAE, since "old" UAE is basically dead and unmaintained.
The *best* experience, as in the most stable and easy to use solution, is WinUAE hands down. OpenGL acceleration, a robust JIT, active development, supported out-of-the-box by Amiga Forever, and no compilers in sight.
The Free-est experience is E-UAE on Linux. But you'll have to do some RTFM to get it to work. You might even have to compile something, and you will probably want to edit some config files. That means vi. Or, if you have a gig of memory, emacs *dodges rocks and beer bottles*
Keep in mind that even booting from the CD, all you are doing is booting Linux and running UAE as the "window manager" in X. UAE is not an OS. So none of these solutions has any extra overhead, necessarily.
Good luck :-)
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