For those looking for MAME it can be downloaded here
Windows:
MAME 0.146 (64-bit) [Version: 0.146] Size: 16M
MAME 0.146 (Command Line) [Version: 0.146] Size: 14M
MAME 0.146 (i686 Optimized) [Version: 0.146] Size: 15M
The Roms can be found here
ROMs » M.A.M.E. - Multiple Arcade Machine Emulator
For your rom management this is the best one to use
RomCenter 3.6.3
There will be many different versions of a game. Look for the one with the biggest size. Otherwise download them all. Most of them are small except the newer games with the CHD images. Then copy the rom to your rom directory in MAME. Just run RomCenter and if its your first time running it then choose the create new option from the file menu and direct it to the path of your MAME exe. Then under roms choose add path then direct it to the ROM directory. Click on the refresh and it will start to see which roms are working and what files are needed. So those roms with different names and files needed by others it will fix for you.
Just one tip. In MAME you will see games in red. They are marked as not working. That means they are not working because they haven't fixed the emulation yet to let those work. SO do not bother downloading any of those roms for them. The games you need a gun for you can use the mouse which works better than the gun.
For the cheats for most games you can download it here.
XML Cheat Collection for MAME 0.145 [ZIP FORMAT - 1738K]
The XML Cheat Collection archives are double packed. Inside the downloaded zip/7z archive you will find a large cheat.zip. It's this cheat.zip that should be placed in the same directory as your MAME execute-able, similar to this:
When you run the game just press tab to bring up the menu and you will see a Cheats option. If it do not appear there press F6 and and open it up again it will be there then.