OK, I have no idea if this is right but...
I've noticed that other people are having problems with Jnes speed-wise. I looked at 0.5.3 and I have no problems, the graphics scroll by at 0 frameskip. However, I looked into it further and I discovered that when Jnes becomes an inactive window and then becomes active again, the graphics become *
slightly* choppy. Not much though, looks like it has about 1 frameskip. Resetting the game fixes it, though. Maybe Jnes has a bug that makes it lose priority in Windows, which causes the slowdowns? I'm no expert, but I thought I'd go ahead and post this.

Of course, this is all on my Intel system, for others it may be different.