It's usually a bad rom. Try several different rom versions ([h], [!], [a], etc) of the same game. If none of them work, see below.
As for the options, in general don't bother with 8bit Fast, use either 8bit Accurate or 16bit Accurate. Usually use 940 for a big speedup, but not while testing.
For now, try as reiboul suggested turning Accurate Timings/Sprites ON, and also try turning OFF craigix's RAM timing and squidehack.
Finally, sometimes the Region Autodetect won't work, so you can try setting that manually.