You need to visit a little site called www.mameworld.net for a huge extensible list of resources for stuff like this.
Yes.
Righthand column of your screen has info and links to the latest versions of most mame builds, screenshots, marq's flyers, samples, panels, EVERYTHING mame related
The only real downside to using these links is if youre starting from scratch, or an incomplete set. Most of the artwork comes in update packs, might be as many as 10-20 downloads per item