There is a frontend available for the SDL version, so you don't have to use the command line if you don't want to. Aldo created one at
Aldo's Tools. Although the SDL version can be faster in some cases, it does not scale very well and filters are hit and miss (fail completely in full screen mode, hard/impossible to use in anything other than a 2x window).
You're better off setting no 16bit filter, a frameskip of 2+ and the window to 2x or even 1x (change your desktop resolution down to 800x600 or 640x480 to see better) to speed it up.