ZDoomGL was originally a merge between ZDoom and DoomGL projects. This port produces a nice overall quality of in-game picture using some dynamic lightning effects. However, the version 0.81 doesn't support MD2 Models, so you will have to useversion 0.66 instead.
Unpack your Doom files to the separated folder (this was 'D:\games\doom' in my example).
Download ZDoomGL archive and unpack it to the same folder as in previous step.
Start 'ZDoomGL.exe' to run the game. If there are more than one game's WAD file, then the following window will appear asking to select, which WAD you want to use.
After the game is loaded, select 'Options' in main menu. Turn on 'Always run'. There are pretty much options here, but as far as I saw, most of the important settings are already set right by default, so there is no need in visiting every single settings page.
Open 'Options'->'Set Video Mode' and select an optimal video mode supported by your hardware.
Visit 'Options'->'Sound Options'. Check that '3D Sound' is turned on.
You may also need to visit 'Options'->'Sound Options'->'Select MIDI Device' and change a MIDI device if you can't hear a MIDI music (like it was in my case).
Open 'Options'->'Display Options' and set 'Blood Type' to 'Sprites and Particles'.
Open 'Options'->'Display Options'->'OpenGL'->'Texture Options'. Turn on 'Anisotropic Texturing' and set 'Anisotropy Degree' to '8x' and 'Filter Mode' to 'Trilinear'.
Visit 'Options'->'Customize controls' to set up keyboard assignments.
Adjust 'Overall Sensivity' and turn on 'Always Mouselook' in 'Options'->'Mouse Options'.