If you want to run demos, you need a device with (close to) 100% 1541 compatibility. The Ultimate II+ cartridge is your best bet, but it’s a bit pricey and availability is sometimes spotty. Pi1541 is a cheaper option, especially if you diy, but you’ll need a fast loader solution as well. KFF, sd2iec, and other cheap devices don’t offer hw level 1541 compatibility and can’t run demos.
Yes all(?) modern solutions should let you transfer disks to a 1541, and it’s always fun to treat yourself to using real media. I believe the kff supports the ef3 usb transfer protocol, but you might want to double check before you buy.
That said, the U2+ really lives up to the name and really is the most featureful device - everying else is a compromise.
