sharpie: your best option for a amiga games machine is an Amiga 1200 with a 030 card and a HDD , and i can safely tell you that all your fav games will work no matter what (if u have that config) but for some old and dogdy made a500 games well then u have to resort to stuff like WHDLOAD and thats not a downside at all.
as for an hdd on a500 , sure thats dooable i had one and i still do, but seriously ks1.3 aint really that good for a hdd, 2.04 and up is better but still annoying so i would yet again say...get an Amiga1200 and a 030 and a hdd (any hdd will work (ide) .. , 2.5 hdds fits nicely inside the desktop normally but since theese are rather pricy well normal 3.5 hdds are cheaper and bigger (physically) and might not fit inside the a1200 case, but its possible and btw you need a HDD cable set for such which consists of a powercable and a 44pin cable to 40pin cable(flatcable) , all of it is possible to make on your own but if you cant/wont then there is always some amigashops who have theese cable sets in stock still..
hope this helped..
http://www.whdload.dethats the link to the whdload thingy i talked about, atm over 1600 games works with whdload.