The two best upgrades to your A4000, I think, are the Indivision for your display and the X-Surf 3cc for networking. I've just upgraded to the Indivision and I was surprised how much faster web surfing was. Seemed significantly snappier than prior to the upgrade when I was using an older ScanMagic scandoubler. Also, the X-surf gives you two A1200 clockports which opens up other upgrade paths.
While the X-Surf has the old connector it also supports the standard ethernet connection.
Oh, and make sure you've maxed the memory of the machine to a full 16 of fast ram...
Bob