I have found the best one at the moment is Speccyal K. To use this you need to put Speccyal.fxe, 128-0.rom, and 128-1.rom in your GPMM folder. Your snapshots can be either .SNA or .Z80 and can go in any folder you like (e.g. I put them in GPMM\ZXGames).
When you say the others 'reset' do you mean reset your GP32 or go to the '1982 Sinclair Research Ltd' message?
Speccyal'K supports save states which is pretty great. The latest version also had loads of great new features added (config file for key settings, full screen stretch, and some others) but none of these worked for me, and the emulation was not as good as 0.5b, so I am sticking with the older version. If you get Speccyal K working, I would be interested to know if the new features work for you.
ZXGP32 is one to look out for in the future. At the moment it isn't as stable as Speccyal K but it is looking promising and has a virtual keyboard that is more practical than Speccyal K for when ytou want to press several buttons in a row to type something in.
0.5b.