You can install gfceux with setup.py:

$ sudo python setup.py install

NOTE:  The --prefix option of setup.py may be temporarily broken. 
We believe this is a python issue, so just install to the default
path of /usr or just run the script out of the source directory.

Requirements:
Python (tested with 2.6); (Ubuntu package name:  python2.6) 
  NOTE: gfceux is not yet compatible with python 3.x
PyGTK (Ubuntu package name: python-gtk2)
Fceux 2.x

NOTE: fceu 1.x is no longer supported in the gfceu 2.x series.  
      If you still want/need a front-end for gfceu use gfceu 0.x