Links to some useful sites:
Mameworld who are not only our very gracious hosts, but contain bucket loads of MAME info, news, goodies and other hosted sites.  Be sure to visit them regularly for your MAME-related news.
The official MAME website where you can get the latest versions of MAME for various hardware and software, as well as complete documentation on how to get everything up and running.
The official MAME32 website for the Windows GUI port of MAME. These guys also have their own little benchmark page:
SDLMAME for Ubuntu Linux - my preferred MAME build on my preferred Operating System.
GameDude Arcades: Australia's biggest supplier of arcade parts, PCBs / game boards, arcade cabinets, etc.
Aussie Arcade forums. Australia's leading resource on arcade collecting and restoration, as well as MAME and cabinet building.
Overclocker's Australia.  Tips and tricks on squeezing a few extra MHz out of your old hardware. :)
Moose O'Malley's Software Valley.  Check out his "Free Software" section for a neat little graphical MAME benchmarking tool that makes benchmarking oh-so-easy.