1. Yeah, you should have no problem running TTT, but you should understand that Mame only uses GPU for HLSL at this point. Everything else is on the CPU, which is why the 2500, with it's high IPC and multiple cores (yes, Mame does use multiple cores now with certain drivers...) is a great choice for Mame.
2. No idea yet as to what comes with the Modder, haven't rec'd mine yet. PSU requirements will of course vary based on your GPU, and I'm not familiar with the AMD options. Sorry!
3. For the vast majority of games, you should be able to run with HLSL no problem, even with just the onboard GPU of the 2500. (EDIT - I forgot to mention: you will likely need to fiddle with the various features within HLSL. Bloom effects will bog down this iGPU. I always forget I've turned that option off...) That said, you will likely only run into significant issues when running multi-monitor games (Punch-Out, Ninja Warriors, etc.) while also having HLSL enabled (again, that's only if you're using the onboard graphics. Put a discreet GPU in there and HLSL isn't a problem.)
4. Personally, I'm at .155 because it's pretty stable and they haven't added anything tremendously exciting since then. Raiden II becoming playable was the most recent "big addition."
You should be well served with the Modder, based on the games you listed.