I use E-UAE just fine (on linux). What you have to remember is that not all of the options are available via the GUI, so you may need to tweak your ~/,uaerc file directly.
I'm running OS3.9 from a directory without any major problems. Here's a copy of my .uaerc
config_description=UAE default configuration
config_hardware=false
config_host=false
config_version=0.8.29
unix.rom_path=~/
unix.floppy_path=~/
unix.hardfile_path=~/
unix.savestate_path=~/
unix.cpu_idle=15
x86.use_tsc=yes
x11.low_bandwidth=false
x11.use_mitshm=true
x11.map_raw_keys=true
use_gui=yes
use_debugger=false
kickstart_rom_file=$(FILE_PATH)/uae/kick/kick.A1200.40.68
kickstart_ext_rom_file=
kickstart_key_file=
flash_file=
cart_file=
kickshifter=false
floppy0=
floppy0type=0
floppy1=
floppy1type=0
floppy2=
floppy2type=-1
floppy3=
floppy3type=-1
nr_floppies=2
floppy_speed=100
parallel_on_demand=false
serial_on_demand=false
serial_hardware_ctsrts=true
serial_direct=false
scsi=false
scsi_device=
sound_output=normal
sound_bits=16
sound_channels=stereo
sound_stereo_separation=7
sound_stereo_mixing_delay=0
sound_frequency=44100
sound_interpol=none
sound_adjust=0
sound_volume=0
sound_latency=100
comp_trustbyte=direct
comp_trustword=direct
comp_trustlong=direct
comp_trustnaddr=direct
comp_nf=true
comp_constjump=true
comp_oldsegv=false
comp_flushmode=soft
compforcesettings=true
compfpu=true
cachesize=8192
joyport0=mouse
joyport1=kbd1
bsdsocket_emu=true
synchronize_clock=no
maprom=0x0
gfx_framerate=1
gfx_width=720
gfx_height=568
gfx_width_windowed=720
gfx_height_windowed=568
gfx_width_fullscreen=800
gfx_height_fullscreen=600
gfx_refreshrate=0
gfx_vsync=false
gfx_lores=false
gfx_linemode=double
gfx_correct_aspect=false
gfx_fullscreen_amiga=false
gfx_fullscreen_picasso=false
gfx_center_horizontal=none
gfx_center_vertical=none
gfx_colour_mode=8bit
immediate_blits=true
ntsc=false
hide_cursor=true
show_leds=false
keyboard_leds=numlock:none,capslock:none,scrolllock:none
chipset=aga
collision_level=playfields
fastmem_size=0
a3000mem_size=0
z3mem_size=128
bogomem_size=0
gfxcard_size=16
chipmem_size=4
cpu_speed=max
cpu_type=68040
cpu_compatible=false
cpu_cycle_exact=false
blitter_cycle_exact=false
log_illegal_mem=false
catweasel_io=0x0
kbd_lang=us
state_replay=no
state_replay_rate=250
state_replay_buffer=20971520
filesystem2=rw,DH0:OS3.9:$(FILE_PATH)/uae/harddisk/os39drive,0
filesystem=rw,OS3.9:$(FILE_PATH)/uae/harddisk/os39drive
filesystem2=rw,DH2:Developer:$(FILE_PATH)/uae/harddisk/developerdrive,0
filesystem=rw,Developer:$(FILE_PATH)/uae/harddisk/developerdrive
filesystem2=rw,DH1:Stuff:$(FILE_PATH)/uae/harddisk/stuff,0
filesystem=rw,Stuff:$(FILE_PATH)/uae/harddisk/stuff
input.config=0
input.joymouse_speed_analog=20
input.joymouse_speed_digital=10
input.joymouse_deadzone=33
input.joystick_deadzone=33
input.mouse_speed=100
input.autofire=10
input.1.mouse.0.disabled=0
input.1.mouse.0.axis.0=MOUSE1_HORIZ.0
input.1.mouse.0.axis.1=MOUSE1_VERT.0
input.1.mouse.0.axis.2=MOUSE1_WHEEL.0
input.1.mouse.0.button.0=JOY1_FIRE_BUTTON.0
input.1.mouse.0.button.1=JOY1_2ND_BUTTON.0
input.1.mouse.0.button.2=JOY1_3RD_BUTTON.0
input.2.mouse.0.disabled=0
input.2.mouse.0.axis.0=MOUSE1_HORIZ.0
input.2.mouse.0.axis.1=MOUSE1_VERT.0
input.2.mouse.0.axis.2=MOUSE1_WHEEL.0
input.2.mouse.0.button.0=JOY1_FIRE_BUTTON.0
input.2.mouse.0.button.1=JOY1_2ND_BUTTON.0
input.2.mouse.0.button.2=JOY1_3RD_BUTTON.0
input.3.mouse.0.disabled=0
input.3.mouse.0.axis.0=MOUSE1_HORIZ.0
input.3.mouse.0.axis.1=MOUSE1_VERT.0
input.3.mouse.0.axis.2=MOUSE1_WHEEL.0
input.3.mouse.0.button.0=JOY1_FIRE_BUTTON.0
input.3.mouse.0.button.1=JOY1_2ND_BUTTON.0
input.3.mouse.0.button.2=JOY1_3RD_BUTTON.0
input.4.mouse.0.disabled=0
input.4.mouse.0.axis.0=MOUSE1_HORIZ.0
input.4.mouse.0.axis.1=MOUSE1_VERT.0
input.4.mouse.0.axis.2=MOUSE1_WHEEL.0
input.4.mouse.0.button.0=JOY1_FIRE_BUTTON.0
input.4.mouse.0.button.1=JOY1_2ND_BUTTON.0
input.4.mouse.0.button.2=JOY1_3RD_BUTTON.0
In order to make sure the JIT is using direct mode, it is also important to raise the maximum shared memory segment size (see /proc/sys/kernel/shmmax). By default, it is set to 32MB or something on my distro. I raised it to 256MB (268435456)