I love having a physical Amiga, that I can worry over and feed great gobs of my cash
That said - is my Amiga experience better on it than on UAE? Sometimes. It really depends on your pain threshold. If tweaking old hardware is something you enjoy - go for it! lay down some dough on an actual comp and tinker. If that sounds like torture and you just want to run apps, emulate!
Also realize that there are new hardware solutions out there, such as the minimig, or FPGA Arcade or soon to be the Natami. Lots of fun choice! Or, even Next Gen solutions like a SamFlex and AOS4 or a re-appropriated MacMini running MorphOS.