MAME "distributions": which one is better for what thing?

There are 2 main versions which together will play pretty much everything. For the official MAME, get MameUI64: this version has a nice user interface and is 64bit. Winkawaks is used for some Capcom games which run on a different chipset to MAME.

Everything else seems to built on top of these two.

If you are interested in submitting high scores to Twin Galaxies, you'll need to use WolfMAME: the version from which they are currently accepting scores is 0.106. (Yes, it's five years old, and the current version is 0.142, but it's their site and their rules.)