I figure the wiki holds insufficient information? In general, Agent47 is correct, though we could probably do with a tutorial section containing some ready to use launchers. When it comes to MAME, please have a look at
http://retrofe.nl/SMF/index.php?topic=211.0MAME arcade is a rather special case when it comes to emulators, since it uses its own configuration file (mame.ini) that determines where the roms are located. Most other emulator setups can point directly towards the roms in the collections/<collection name>/roms directory.
Personally, I'm using MAME for almost everything. Once you've got MAME setup properly with the corresponding BIOS files for consoles, you can very easily set up a large set of collections. Should you have an EmuMovies account, feel free to have a look at their FTP as well; I've put a complete unzip/drag/drop setup for multiple systems there (without the ROMs of course).
As an example, I've included some of my launcher files. Perhaps it will help you get started.