In the first set of sentences, there is very little difference, except that in the second sentence, you don't need the word "after" -- the perfect aspect (have + past participle) carries the meaning of "after".
In the second set, the first sentence means he felt sick as he saw it, but the second sentence means he first saw it, and then he felt sick.
That example doesn't make the difference very clear, though. Here's a clearer example:
Walking to the office, he felt thirsty. (He felt thirsty before he arrived at the office.)
Having walked to the office, he felt thirsty. (He arrived at the office, and then he felt thirsty.)