gui version has its own interface and is meant to be run from x11 or directly from the terminal, whereas snes9x is meant to be run from RetroPie or as part of a command line argument like “snes9x /path/to/your/rom/”. Inside you’ll find two executables: snes9x and snes9x.gui. PiSNES is installed in ~/RetroPie/emulators/PiSNES. Then run the installation, and exit RetroPie-Setup. Select Install from sources and deselect everything except Install PiSNESEmulator. You can either install it from their Google Code page, or from RetroPi-Setup.
I highly recommend installing and configuring it. It’s recently been incorporated into the RetroPie-Setup script, though it’s not (as far as I know) currently the default. Currently, the best SNES emulator available for the Raspberry Pi is PiSNES, a nicely done port of an early (faster, less accurate) version of SNES9x.
