Apple - MAME emulator for Mac?
OpenEmu
Hands down the most beautiful, elegant and functional emulator to ever grace OS X. The initial public release was loosed on December 25, 2013.
If you'd like a version that has MAME support (among other consoles not included in vanilla download), click the arrow and choose the experimental version.
Then simply install the MAME core, drag your ROMs to the Arcade window, and OpenEmu will do the rest.
Lastly, for discussions on the topic, see this thread on github.
Try MAME OS X:
http://mameosx.sourceforge.net/
• MAMEOSX 0.135 — 24 MB .dmg containing compiled version (GUI)
• source code - 14 MB .tgz containing uncompiled source
Another option is OpenEmu (which uses Modules), The latest version is quite nice looking, and is available here, or you can compile it from source, available here.