There are plenty of emulators, be sure to check
this link.
ePSXe is quite popular, especially on Windows, but it's closed-source, though free (as in beer).
I use PCSX-Reloaded, though couldn't get to work some games (Crash Team Racing and Need For Speed 1-5). If you have any problems with running PCSX(-Reloaded), please post your configurations and error messages. It might be tricky to configure it at first.