Very informative guys thanks. If given the choice, I would prefer to use MESS to play all my Amiga games. Reasons are as follows:
1)Easier and more friendly user interface.
2)Input recording and playback.
3)Netplay with spectating, via MAMEHub/MessHub. Though this is supposedly being worked on in a WinUAE derivative called FS-UAE.
4)Support for HLSL which means better looking image quality and awesome graphical filters.
5)Bunch of other stuff....
MESS is simply the bomb. Period. The features, customization and ease of use is second to none. WinUAE can be a pain in the ass to setup sometimes. But since Amiga emulation is much better in WiNUAE its current state, I guess I'll stick with that.