I use WHDLoad a lot, but I don't enjoy playing games on a PC.
I'd much rather sit in front of my Amiga & TV.
My A1200 is kitted out with WHDLoad because I detest floppy disks, and I am also not a great fan of adf files because I find them awkward and limited.
I've played a hell of a lot of WHDLoad games on WinUAE and my Amiga and I can honestly say my experiences have led me to think that WinUAE still has a way to go to create an accurate emulation of my A1200. There are some games that need slightly different configs, and even then some run at slightly different speeds.
I do still use WinUAEX quite a bit because it's suited better to my tastes than WinUAE on it's own.
Emulation is great, without it I wouldn't still be playing Amiga games (or at least not as much), but it's more of an aid to me playing my real A1200 rather than a way of playing the games if you know what I mean