OpenEmu also sports MAME Arcade emulation support but its a bit tucked away.
Step 1: Download OpenEmu Experimental
Go to openemu.org and click the swatch and download OpenEmu Experimental, and install it.
Step 2: Install the MAME core
Once installed launch OpenEmu, open preferences and select cores. Click the install button next to MAME
Step 3: Install games
Games can be nabbed from the usual suspects like emuparadise.
Notably you'll want access to the dipswitches, hitting F2 repeatedly while the game is launching will take you to most ROM bios screens that enable modes like free play. Note, I had issues resuming games and had to force quit MAME resuming so you may want to hold off resuming games.
Optional: NeoGeo Emulation
Emulating NeoGeo games requires one extra step, you'll need to get the NeoGeo rom, the one I used is from emuparadise (just go there and search for Neo Geo Bios) or try a popular search engine. Drag the Neo Geo zip into OpenEmu. You'll see the NeoGeo rom in your game list but ignore it and double click the games as you normally would.
Good luck with OpenEmu