Setting up a CF from WinUAE is really good if you haven't got any floppies handy. I bought an ExpressCard CF adapter for my laptop, which is just the most wonderful thing to use.
I've also got a PCMCIA CF adapter for the miggy and use a FastATA on one of the A1200's.
SanDisk brand CF's (one 4GB, one 2GB). Utterly brilliant.
Protip: You can grab a byte-for-byte copy of the CF (in Windows, using a port of the *NIX tool 'dd') and use it as a hardfile in WinUAE without any fuss.
