No need for "outsider" (PCMCIA ) memory when you have a good (PCMCIA-friendly) accelerator. Also save the PCMCIA port for useful things, like the transfer kit you have or a network card.
An old, trusty 030 @40Mhz or even 50MHz with 16Mb or more RAM is good enough to run the vast majority of WHDload games. A 040 or 060 accelerator is only needed for serious applications or for the "because I can" factor.
Notice the 040 and 060 are less compatible with games...
BTW: you need the ROM IMAGES from old Amigas to run the WHDLoad games. Easily sorted on torrent/P2P sites or buying the Amiga Forever CD in a legal manner.