For Linux you may want to try ZZogl video plugin. I say "may" because I haven't tried it myself. Your Mileage May Vary (tm)
http://forums.pcsx2.net/thread-4108.html <- ZZogl Main Thread Here
I am going to try for a good GSdx config sometime this week. Also, for that first Audio Plugin, you will need to tweak the latency regardless of how good your system is. Default delay is like 150ms or something (kinda high). You want to get it as low as possible without pops/weirdness.
GSdx Hardware Mode Update:
You can fix the broken pixels by simply ticking the Native box for D3D Internal resolution. I solved that in like 1 second but forgot to post about it.For interlacing options in GSdx pick whatever has the trade off that bothers you the least. Of the good interlacing settings you will either get fuzzy/blurry text or some scan lines when there's a lot of movement on screen. I went with the scan lines just because it annoyed me less than trying to read blurry kanji. I suggest running the game in as normal a setup as possible FIRST. Then try some speed hacks ONE AT A TIME. If you bring it too far past 60fps it now has to spend even more processing power to throttle the framerate so the game doesn't run too fast. CPU/northbridge temp will rise if you tax it more than you need to. Which means possible bacon and eggs.
Now to tweak my audio settings so i have as little delay as possible.