Don't bother yourself with PCSX2 unless you're some kind of masochist
The Linux version is way behind Windows one.
For start you'll need a really powerful computer (quad core or one of those monster i5/7 Intel processors to be able to run a game at a reasonable speed.
Secondly, the graphic plugin for Linux has a very low compatibility with most of the games. You have to be really lucky to actually run a game with PCSX2 in Linux. Most of the time you'll only see some kind of weird distorted image crawling on screen.
((There is some hope though...but not quite easy to go there.
There is an experimental graphic plugin for Linux called GSDX using SDL 1.3.
Problem is, SDL 1.3 is still unstable and no distro has it.
PCSX can be custom compiled to use an internal SDL 1.3 but it will conflict [at run time] with WX* packages which are using the regular SDL.
So, you'll need WX* packages compiled removing
--with-sdl and then PCSX compiled with internal SDL.
GSDX is missing some features [no antialiasing] but it has a 99% compatibility and is reasonable fast, also with SDL 1.3 you'll have force-feedback support for your joystick.
As I said, not quite simple))