In your first post you say you don't want to softmod your wii then you go on to talk about firmware hacks which is basically softmodding your wii. Whether you have a chip or not, it is always best to install bootmii and get a NAND backup no matter what you decide.

With regards to cetain games needing certain firmwares (system menu), this is untrue really. Games usually require certain IOS to run or the latest version and I don't think there are any games which use the system menu IOS.

Yes ideally you should install HBC, Bootmii, get a NAND backup from bootmii and run waninkokos 4.1 updater. Like I said before, there really is not much point in forgetting about softmods even with a modchip as this leaves you open to many issues (running updates from out of region games or maybe a future update that can detect your modchip etc).