I think MAME is great for playing old school early 80's games like Bally/Midway titles or Atari ones, you may find boards for some of them yes but they're in most cases in the last days of their life, or literally you can't find them. MAME for preservation is ideal.
I have thousands of roms but I already know what I want to play most of the times, I don't usually spend more than a minute deciding which game I'll play. You can also lost yourself looking for obscure games you never heard about and that's fun too.
Don't interpret me wrong, I would love to have enough space for a cab, I think everybody wants to own original software but sometimes that's not possible. If I could I would buy at least 30 boards I loved when I was a kid but the storage problem is there again, I'll try to buy at least a couple of them and a supergun to play them in my 21" Trinitron CRT but that's it. MAME just allows me to enjoy and discover the enormous arcade games world. I play with a decent Hori V3 SA stick and have a 24" monitor that can be easily rotated for vertical shooters, with a good graphics card you can see the games with awesome quality TBH. It's not the same, I know, but hey it's not bad at all.
The problem of having too many games it's not a MAME exclusive, there are tons of multi game boards out there.
I just collect Neo Geo games, I own about 50 games between AES and MVS kits/carts. With a bit of luck I'll buy in a near future an Atomiswave and a Deathsmiles kit if I can find it, a tiny board but full of fun IMO.
I really envy you guys with your Egrets, Astros, Naomis... If I could...
