If you are searching for a working build of ZSNES for Ubuntu that will work with netplay, you can find old debs in the Ubuntu archives:
http://old-releases.ubuntu.com/ubuntu/p ... e/z/zsnes/
I am running Ubuntu 11.04 x86-64, and I have so far had no problems with netplay using the zsnes_1.420-2ubuntu1_i386.deb package. I haven't tested save state loading, yet, so I can't say if that works right now. At any rate, if you've been looking for binaries and don't want to mess with compiling the old releases, you may want to give these packages a try.
Edit: To install the i386 package on x86-64 Ubuntu, make sure you have the ia32 libs installed (should be standard on x86-64 releases now) and do the following:
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sudo dpkg --force-architecture -i zsnes_1.420-2ubuntu1_i386.deb