We recommend use of the Stella Atari 2600 VCS emulator http://stella.sourceforge.net/
For maximum experience (and minimum fidelity) we recommend going into Options | Video Settings | TV Effect | and select TV Mode : Bad Adjust
Also, if you are using 2 USB joysticks, you may need to configure P1 Joystick moves (up down left right fire) explicitly. (Or just use the keyboard, but be careful of using ctrl - arrow and moving your screen!)
Thanks to Fred Quimby, maker of batari BASIC, making things vastly easier for the budding Atari 2600 coder, Duane Alan "Random Terrain" Hahn, keeper of the pre-eminent batari Basic reference, and Mike "RevEng" Saarna, keeping the tools working on modern systems.