One last point of note, I recently installed WinUAE, and did what I consider to be a RAW install of OS 3.9. I'm doing that to bring myself up to speed on the OS. So my questions are:
A. Which route above do you think is the better one for the true amiga experiance (I know I'm going to have people telling me to buy an Amiga 1200, put an accelertor card in it, and go from there, but I', not sure I have the money for that.) I loved the Dan Wood videos on youtube
He has them all 
Why get an accelerator card? Unless you have some particular software in mind to use it with, there's absolutely no reason to get one. Visit your local thrift stores, flea markets and garage sales, you can pick up an A500 on the cheap and who knows what else you may find.
B. Don't lynch me on this one, if its been asked over and over again, I googled it, and couldn;t find the answer. Can I run AmigaOS 4.0 or 4.1 CLASSIC on WinUAE? I know I can run OS3.9, so I was wondering what the stretch was...
It's the other way around, you have to run UAE on OS4 to run much Amiga software. If you're into Linux ports though OS4 is a great choice if you can't run Linux for whatever reason.