Now now, always use epsxe. For plugins, there's always a set I recommend to download. Pete's plugins (or peops as it's known now) for gfx, sound and cdrom. For sound, also try grabbing eternal's and null's (afaik, the only sound plugin that actually emulates sound correctly in ff9).
And that should be all you need.
Remember to get all pete's plugin (directx, opengl and soft). As said, epsxe has a guide to config it when you start it. I don't know if the directx/opengl ones will run well, so if they don't, try the soft one. For sound, epsxe's sound core is usually fine. For cdrom, I usually pick pete's due to that I can use patches to auto-patch.
Any plugin you'd want is attainable from the download section I presume (is it?)