While I'll always be grateful to all the developers of retro console emulators who allow us to relive and preserve the great masterpieces of the past, personally speaking, I haven't had a great experience with...
1)
Xenia, but it's unfair to say it's a bad emulator, given that it was developed recently compared to other emulators we know today and still has a long way to go (at least the games start; I finished the Family Guy game on it in local multiplayer).
2)
DesMuMe, turbo mode is difficult to manage—sometimes it worked, sometimes it didn't—as are the shaders and save states.
3)
PCSX2 stable version, I much prefer the nightly version, which is easier to manage and allows you to see the games you have available with the covers.
4)
MAME. Not having an arcade in the city where I live, I'd like to at least try some old arcade games like Punch-Out! or Lupin III The Shooting, and instead I find myself with an emulator that asks you to waste half an hour of time DURING THE GAME to set the right settings otherwise it either doesn't start or doesn't work during gameplay.
Lately with VBA and Project64 I'm having some issues of optimization
I use mGBA for GBA games, try it, it's better than VBA in my opinion.
Nothing to say about Project64, having only tried it once a while ago to run Bad Fur Day and Mario 64, which worked very well.