Don't get an A500. The PERFECT classic gaming setup is an A1200 with 030, fastram and HD, with WHDLoad.
But... Where is the beef? Waiting is part of gaming experience :-) And really loading times were not that bad.
And problem with A1200+HD setup is that HD should be max 4GB. Unless you have an OS upgrade which costs even more
money... Some Amiga games like Wing Commander and Bullfrog's games benefit from A1200 but A500 would be my choice still.