Texmaker works very fine with PStricks codes. Use the following packages in the preamble:
- \usepackage{pstricks-add}
- \usepackage{auto-pst-pdf}
- \usepackage{pst-pdf}
Before you run the file using Quick Build (usually F1 button), go to the Texmaker Options-> Configure Texmaker-> Quick Build and change the quick build command to "Latex+dvips+ps2pdf+viewpdf".

Now you are done. Oh but there may be one more problem cropping up. Something like "Enable Write 18" or "shell escape disabled". You can sort out that problem by the beautiful answer given in this link:
How can I enable write 18 on a MikTeX installation.
I am providing a sample tex file for drawing a simple graph:
\documentclass[10pt,a4paper]{article}
\usepackage[latin1]{inputenc}
\usepackage{amsmath}
\usepackage{amsfonts}
\usepackage{amssymb}
\usepackage{graphicx}
\usepackage{pstricks-add}
\usepackage{auto-pst-pdf}
\usepackage{pst-pdf}
\begin{document}
\begin{figure}[h]
\begin{center}
\psscalebox{0.5 0.5} % Change this value to rescale the drawing.
{
\begin{pspicture}(0,-2.195)(7.73,2.195)
\psline[linecolor=black, linewidth=0.04, dotsize=0.07055cm 6.0]{-*}(3.2,1.805)(1.2,-0.595)
\psline[linecolor=black, linewidth=0.04, dotsize=0.07055cm 6.0]{-*}(3.2,1.805)(2.4,-1.395)
\psline[linecolor=black, linewidth=0.04, dotsize=0.07055cm 6.0]{-*}(3.2,1.805)(4.0,-1.395)
\psline[linecolor=black, linewidth=0.04, dotsize=0.07055cm 6.0]{*-*}(3.2,1.805)(5.6,-0.195)
\rput{66.6232}(2.6010673,-3.5480006){\psarc[linecolor=black, linewidth=0.04, linestyle=dashed, dash=0.17638889cm 0.10583334cm, dimen=outer](4.0,0.205){1.6}{208.56584}{270.0}}
\rput[bl](3.6,1.805){\Huge{$u$}}
\rput[bl](0.0,-1.395){\Large{ 1($\beta$)}}
\rput[bl](2.0,-2.195){\Large{ 2($\beta$)}}
\rput[bl](4.0,-2.195){\Large{ 3($\beta$)}}
\rput[bl](6.0,-0.595){\Large{ $n-1(\beta)$}}
\end{pspicture}
}
\end{center}
\caption{Graph of type - I matrix}\label{t1}
\end{figure}
\end{document}
The output in the pdf is :

Now, how to write these PStricks codes ?? Do we have to remember all the commands ?? No !! not at all !! Its very easy to generate these codes automatically by drawing the figures using Latex Draw. You can get this amazing free software at this link: http://latexdraw.sourceforge.net/
Thats all you need to know about using PStricks codes !!!
pdfoption doesn't work in all cases ... – Jan 14 '13 at 16:28pstricksworks withpdflatexalways and if the command names become lessalien, I swear I will joinpstricksgang also;-). It has lot of goodies which I like but you know ... My humble request with you is -- please do something to getpstrickswork withpdflatexalways. – Jan 14 '13 at 23:42[pdf]has problem. You might be aware of PSTricks using pdflatex at TUG 2010 and Basics of PSTricks at http://river-valley.tv/ where TUG Proc videos are available – texenthusiast Jan 15 '13 at 00:21pspictureorpostscriptfor the embedded PSTricks code. Then it will always work. – Jan 15 '13 at 08:13