Also, you really need a front-end to use MAME. It can be used via the CLI but its a nightmare to remember all those commands
I personally use Emuloader for playing MAME, its free and has just been updated to conincide with the very latest MAME update which is now on 0.130
You can have as many ROMs as you wish, but if you play the disk based games that Area 51 be prepared to need a BIG hard hardrive
Oh and I forgot that MAME can now play some LaserDisk games, which are enormous disk based games. Around 10-15GB per game
You could always buy the set of install disks that comes with 99% of the full installation of MAME, including all artwork, ROMs, etc, etc. That way you won't have to wait forever to download it via torrent sites or other means
Mame Roms on DVD Mame 129 Mame .128 GP2X Mame CHDs Mame32 Roms Retro-Burner.co.uk
These people do it for free, all you pay is cost of media and postage
Or if you have a lot of time to keep torrents going, try these. I use these to keep my installation updated, but you ARE expected to seed or you will eventually get banned
Pleasuredome - Full Roms and Extras - Index
They have a lot more than just MAME, but the MAME full installation is BIG. The main ROMs are 17.5GB and the disk based games are now pushing 87GB
So to have the full MAME installation with every possible game, including disk based games and LaserDisk games you're looking at least 100GB, mine is currently at 109GB and I need to update the ROMs and disk based games again, so it looks like I need to set aside a 250GB hard drive just for MAME