Snes9x GX uses a Snes9x core based on Snes9x 1.61 which it means better compatibility with games, improved Satellaview BS-X support and other things but it has a big (but tolerable) input lag.
Snes9x RX uses a Snes9x core based on Snes9x 1.52/1.53/1.56 which it means better speed on emulated SNES games on Wii, specially the chip-enanched ones such Super FX, SA-1, etc, and much less input lag.
Another fork, called Snes9x TX, uses a Snes9x core based on Snes9x 1.60/1.61 which it also means better compatibility with games, improved Satellaview BS-X support, MSU-1 support, and other things, also removes some useless/broken features, but adds some new features.
All of these have their pros and cons, but honestly i prefer using Snes9x TX.