If I can make one suggestion is that you consider one of the pre-made workbench packs like ClassicWb p96 or Amigasys. I am in the process of getting a 3.1 system on an A4000 with a CV64 and it is quite time consuming. These packs save you a lot of time trying to get a lot of essential utilities working. You can set them up on your compact flash in Winuae, remove the uae monitor driver in devs/monitors and install the picasso 4 monitor driver using p96 all within winuae, and then just put the compact flash card in your A4000.
BTW I was sold a fake Sandisk 4gb compact flash on eBaythat gave me a lot of problems on the A4000. All good now after i bought a genuine Sandisk from a bricks and mortar store, but its something to be aware of.
If you can afford it I would also recommend AmigaOS 3.9: it comes with a nice icon pack, cd driver and filesystem, tcp stack, nice dock bar thats drag and drop, and a lot of little enhancements and tools that you appreciate when they're not there. You can do a lot of this yourself, but it is a lot of work and not as elegant in the end.
