As has already been said there are a few games and apps that don't like the 060 like SWOS and I like Speccy emulation, ZXAM Spectrum is perfect on an 030 but does not run right on 060 so I have to use ASP and the sound is crap.
But the 060 trasnforms every other experiance, workbench is awesomely fast and tou can watch the awesome 060 AGA demo's :afro:
An 040, well its the gap in between, workbench is a bit quicker and I understand its less compatible then 060 plus it runs hotter.
But I have used all three and I guess they all have their uses.
My A4000 is 040 my A1200D is 030 and my A1200T is 060&PPC so there is nothing I can't run. If you have only one Amiga then you have to choose your setup based on what you use it for must.
i.e if you want a power workbench and to watch Demo's then an 060 is the choice (or 040 if your budget is smaller)
If you just play WHDLoad games stick with a Blizzard 1230MkIV and enjoy the perfect WHDLoad machine

Steve.