WinUAEX used to be a pain in the arse!
But I'm currently using the most recent one and it's superb!
Got a load of games running on it myself, all run perfectly (with the exception of Super Stardust > nasty glitches!)
If you get it from xbins it comes with all kickstart roms and everything but games!
You can use any old adfs, but I personally use hdf's as it means no disk swapping
I'd highly recommend WinUAEX.