You can install gfceux with setup.py:

$ sudo python setup.py install --prefix=/usr/local

You can change the prefix to whatever you like.

Requirements:
Python (tested with 2.5); (Ubuntu package name:  python)
PyGTK, and GTK;  (Ubuntu package name: (python-gtk2 libgtk2.0-0)
FceuX 2.0 

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 .7