Hey Ryan, MAME can be a bugger to get 100% but it's worth the effort! On to your questions...
1) Exiting the emulator and going back to the main menu on maximus rarely works...
I'm not that up with Maximus as I use Hyperspin frontend but I found these bits of info (you may already have come across them).
- The MA default 'quit executable' button is END or HOME. I find that using a key that most emulators don't usually recognize works best.
Sometimes you will need to double punch the 'quit executable' button. This may be necessary because an emulator is using an usually high amount of the cpu processor and MA can't see the keypress right away. Generally holding the key down for 1 second or more is enough.
More info here: http://maximusarcade.com/phpbb/viewtopic.php?f=1&t=825
2) Many games do not work Just get the black screen of death...
Make sure your ROMs are the same version as your MAME launcher. While different versions will generally play together, the chances of certain ROMs not working are greater. That said I have a later version of MAME than my ROMs and there are no major issues. If the exe is an earlier version than the ROMs things may not be so good. Alternatively try another build of the MAME exe as some of them are compiled differently, plus it's much easier to replace the MAME exe than ROMs! I have a good MAME build, do a search for "mameuifx32_0144_final.exe" and give it a go. If you can't find it let me know and I'll upload it to my website and send you a link.
You might also see if you can get another version of the individual non-working ROM, I'm pretty sure my Double Dragon works so I can also get that to you.
3) Maybe a simple thing i am missing, but how do you play a four player game on a 2 player machine ? What i mean is, for example, NBA Jam...
When you're in the game in question, hit TAB on the keyboard which will bring up the Dip Switch menu, select "Game Settings - this Game" (or similar, can't quite remember the exact terms), then you can select 2 or 4 players. Being on 2 will put you and the other player on opposing teams. You would need to switch back if you want to play on the same team as there isn't an option to do this any other way.
it seems like a good looking front end , or are there better?
As I mentioned before, I use Hyperspin which is awesome but there is a bit of setting up involved (we have all the stuff needed), GameEx is pretty good, a simpler interface but easier to set up and get gaming quicker, the full version costs $25. As for others some other members might have some suggestions of ones they've tried!
anyways any advise would be appreciated, im really excited about getting the machine finished and reliable!
You'll get there, it might be frustrating at times but we'll get you there!
One thing you might want to check is if sticky keys have been disabled in Windows as that can be a right pain!
Keep us posted!