My goal is to use a PC and a nullmodem serial cable to transfer ADF files to the Amiga, which I can then use to write to high density 1.44 MB floppy disks that are formatted for 720k, and with a piece of tape over the HD switch window thing. (Correct me if I'm wrong.)
Try to find a stack of double density disks. High density formatted to 720 KB are highly unreliable. They might work, sometimes even for quite a while, but it is not to be recommended.
The A500 is a cool machine. With a small ram expansion to get it up to 1 MB and an extra external diskdrive it is a nice retro machine to get the feeling of the late 80-ies. In that configuration, it's more or less the standard to which most Amiga games were made.
A very nice and quite common addition would then be something like an A590 controller (2 MB ram + SCSI harddrive). It makes your A500 much more usable when it comes to using utilities and gives it enough oomph to run Whdload and put most of your games on your harddrive.
Messydos runs very well on a 1.2/1.3 Miggy, is readily available on Aminet and gives you the opportunity to work with (720 KB) pc formatted disks. Setting it up might be a hassle if you have no experience with Amigas (you need to edit a text based configuration file), but the manual is very helpful.
By far the easiest method for a configuration like yours is, as you already mentioned, a nullmodem cable. I have been using this method for years and years (still!). It is reliable, reasonably fast, always works and is even nice from a retro point of view: I like using a terminal program...
