I use Amiga Explorer,
http://www.amigaforever.com/ae/Its a free software that allows you to copy files/games onto the Amiga via a serial null modem cable. You can get a null modem cable at almost any computer store, or online. It does require that you have some blank floppies (for the games) but you can get those off your local craigs list or AmigaKit.com
I am lucky to have an IDE controller in my Amiga 500 so I can copy and install the games directly onto it. Its not the cheapest but it makes the Amiga 500 so much better. I can't even imagine having to use floppies anymore.
Some poeple have been ordering the
ACA 500 card from AmigaKit.com. Its about $100 but it allows you to have a compact flash card hooked up to your Amiga, and it comes with extra memory and Kickstart 3.1. Probably your best bet for the money at this time.
