Tbh, some arcade games are not that fun playing on Mame. The reason being the lack of those arcade cabs. It's probably the only thing I'd spent my money to have at home. Just imagine being able to play any of those taikan games at home, whenever you want, the full arcade experience.
Still, some shopping center here has games like Daytonna USA, House of the Dead 4, etc, that I still go there to play whenever I go out with gf. Sadly, they have started to replace old arcade cabs, the ones that had CRTs, with modern "arcades", probably some computer running Mame or whatever on background, +300 games to choose and shitty LCD/LED/whatever monitor.
Man, my favorite experience is playing Darius on a 3-screen arcade, it's sad that only in Japan I'll be able to experience it again.