When I first saw MAME many years ago, I nearly fainted with excitement! Many evenings later, after playing all my childhood dreams for free, I was just like a pig in s**t, as they say. Plus I had to download the suckers on some kinda ancient 28.8k modem at the time. Also it used to be really hard to find the ROMS, all these stupid warez sites with broken links and old version etc.
There's even do-it-yourself instructions for assembling real arcade machines around a PC running mame, if you want the authentic experience... the big difference now that you can end up with tens of thousands of games on a single machine.