Here are some bug reports:
*(Already mentioned by CtrlAltDestroy) The first time you load FCEUX, it doesn't create any folders. If you then go to "Config"->"Directories" and then immediately close the window, it will give an error message for each folder, asking if it should be created. ROMs don't have an initial folder (I personally feel that they should) and the folder for Lua-scripts is named (null), where "Lua-scripts" or something would be better.
*Cut (ctrl+x) does not work on text in memory watch, though copy and paste works.
*Shift+L does not reload the latest Lua-script, like it does in FCEU .28, maybe this is intentional.
The following two bugs happened to me, though it might not be related to FCEUX:
*When playing a zapper-game in Full-screen mode, I couldn't get the cursor to go under the middle section of the screen (I could only keep it at the upper section of the screen). This seems to be the case for all zapper-games
*In full screen mode, when I pressed alt+enter to go back to normal mode, The screen blackened for a second or two and then went back to full screen mode again. It seems that FCEUX exits full-screen mode after a minute or two of waiting though.
EDIT: I found a situation where Lag Counter does not detect a lag frame. On frame 502 in
this Blues Brothers movie the game lags, but the lag counter does not increase. Besides this frame, the lag counter has worked well with this game.