These steps should work to install the latest version of the FCE UltraX (FCEUX) NES/Famicom emulator in Ubuntu.
1. Install necessary dependencies.
2. Open a terminal (Applications... Accessories... Terminal) and obtain source from subversion.
sudo apt-get install scons libsdl1.2-dev subversion libgtk2.0-dev
3. Change directory into the fceultra folder.
svn checkout http://svn.code.sf.net/p/fceultra/code/fceu/trunk fceultra
4. Build and install fceux.
And that's it! You can also grab an older version of fceux from the Ubuntu repositories, but the latest and greatest can be obtained and compiled from subversion.
If you would like to contribute, or run into any issues, feel free to join us in #fceu on irc.freenode.com. You can also file bugs to our tracker (http://sourceforge.net/p/fceultra/bugs/). Please note that you may not receive an immediate response in IRC -- idling is key.