I finally got it working.
I used a combination of the old "password file" guide, Finger79's settings above, and the packaged ovpn file for the NYC Server, and finally got everything working.
(Note, didn't use the OVPN vile, but used the certs it came packaged with.)
@Finger79:
I'd read some things that crypto acceleration in OpenVPN is automatic and that the "crypto acceleration" drop-down is legacy or doesn't apply to modern CPUs. If that's off, then let me know.
In retrospect this makes a lot of sense. I tried with it both off and on, and didn't find it made any difference in CPU load during bandwidth tests.