Read the various websites and WIP's by the zINC, M1 and MAME authors. There is a lot of information there to help you understand what is going on when you play an emulated game.
Games like Tekken3 are known to have very difficult to emulate sound chips, and result in massive slowdowns even on fast systems. I wouldn't bother changing your sound card unless 100% of games showed the problem. If it's only a couple, then don't waste your cash.
The emulator authors spend a great deal of time documenting their coding process, and makeing their comments available to the public. If you experience any problems, your first ports of call should be the included README, followed by the author's website. Most of the questions answered on these boards are answered elsewhere already.