Congratulations on obtaining a powerful little system! I am still using my A500/A530 as well.
You might consider adding an external box so you can add extra hard drives, CDROM/CDBURNER etc. Hopefully your A530 came with an external SCSI cable. I used an old 486 Desktop box. I moved the hard disk from the A530 sidecar as it gets quite hot in there.
The A530 comes stock with a 68030E (economy) CPU that does not include the MMU capabilty of the full 68030. This is not a problem, unless you wish to install Linux, as the onboard circuitry handles MMU. I replaced mine with a full 68030, and had to move a jumper to disable the MMU circuitry. I found a little improvement in performance in regards to compiling source files, but not much.
There is also a place to add a 68881/68882 Motorola FPU which is a huge improvement for apps designed to take advantage of the FPU's math functions. Again, most games don't require FPU, so not a major issue. There is yet another slot to add a PC Emulator, to run old DOS apps, but I never had the desire to try it.
I have recently upgraded my ROMS to WorkBench 3.1, which runs fine. The nice thing about 3.1+ is the CDROM Filesystem included. You can get CDROM file systems from Aminet, if you are not running 3.1+ however. I burn CD's using MakeCD. Please note, that if you wish to upgrade your ROMS, use must use a ROM specifically designed for A500 or A2000, as they are different to the A1200/A3000/A4000's.
To run a lot of old games that do not like versions of WorkBench higher than 1.3, I use a softkicker 'SKICK' also available from Aminet. I can dual boot both systems easily. Some of the old games will not work with acceleration, which can be turned off with a hardware switch, (but this disables your SCSI Controller/hardrives), and runs off the original 68000 CPU on the A500.
As for Internet, I am currently working on that by means of Internet sharing with a PC, using SAMBA and MIAMI, via a serial connection, now that I have WB3.1.
I have the GVP manuals, and GVP drivers/hard disk preparation software (EasyPrep and ExpertPrep) that work great with your A530 if you need them. HD-ToolBox works as well, but is not as fast. The manuals are brief, but packed with everything the average user wishes to know about the hardware and the GVP software in an easy to understand format. These used to be available on GVP's website, but I see they are gone now.
Hey it is nice to see someone else is still using this system. Back in it's day when it came out it was very expensive, and it was a very tough decision to buy this and retain the A500, or spend a little more for a A3000. I have no regrets. If you have questions, or need manuals/software, let me know!