I'm struggling with this now myself... Recently acquired a stack of games and demos. I found that it's not always just a "black bar" or the screen fit. Some PAL games I tried appeared ok but would just crash after the title screen.
I actually didn't know it was a PAL/NTSC issue until I experimented with WinUAE. Now I just need to experiment with getting my physical hardware (A500) into PAL mode...
If anyone has any tips I would also certainly appreciate it...