The main factor is which graphics mode you use. To access the fancy screen effects you will need to pick a mode with a D next to it. Scanlines Uses thin blank lines to simulate the lower resolution TV screens. 2XSAI 2 x Stretch and Interpolate doubles the screen size and blurs out the edges of graphics. An enhances 2XSAI mode.
Interpolation Smoothes out the edges of graphics using blending.
Uses high resolution mode7 on all mode7 games even if they don't use it themselves. Disable Noise Sim. Disable the noise simulator in ZSnes. This can help on some games but muck up som others. Reverse Stereo Reverses the stereo sound.