Since I'm using Win2k as my primary OS and have all USB controllers, I use ZSnes' Win port. Though some may claim that the DOS version runs faster, according to some message board comments I've seen regarding it, the few remaining problems with speed (namely, issues regarding Vsync and such) are going to be fixed soon, if they haven't been already.
Sadly, I can't make use of the Zsnes' messageboard on account of it being horribly horribly slow, for some reason. Has anyone else noticed this? It started quite a few months ago and continues to this day.