You will need a NIC with a PCI-e interface or a PCI-X. And it has to have a Intel or Broadcom gigabit chipset (or 10 Gb of course). Some (recent) Atheros chipsets work well too. The hardware design of other brands of chipsets just isn't up to it.
If you are using on-board adapters check the motherboard documentation how these hook up to the bus. I have seen slightly older server-boards that used PCI for the on-board NIC's even though the motherboard was PCI-e.
If you run on Windows you can try to use Microsoft own NetWork Monitor (netmon) tool to capture the traces. (Output is compatible with WireShark). Netmon integrates closer with the OS than WinPCap which is used by WireShark and may give you a little more throughput.
Anyway: 0% packet loss doesn't exist. Due to the x86 architecture and the way the Windows kernel works you will see a lost packet sometimes. It just can't guarantee the delivery of every IO packet that comes through the hardware.
(That is one of the reasons that high-end network monitor devices are so bloody expensive. They need very special hardware and a custom OS to make guaranteed wire-speed capturing at any speed possible.)
I run regular 1 Gb/s captures at wirespeed for several hours at a time.
I don't need to see realtime what is captured. That really helps in keeping the capture performance up. The GUI would really slow things down.
I use a medium spec workstation PC (First generation Core-i7, 32G RAM, Win7 64-bit) with SAS disk (not SSD).
Netmon gives me slightly better captures then WinPCap (About 1 dropped packet per minute, versus about 1.3 packets/minute.)