If you change it in the in-game menu for each game does it work?
The ini files of the individual games (if they exist) override mame.ini
If changing it in-game works, then delete all the individual game files in the INI folder located in your MAME folder.
Also, just covering the bases here, but you do have 
rotate                    1
in mame.ini?  Not much point in telling it which direction to rotate if you haven't told it to rotate.  
