As has been stated, I can't think of any emulators, Mame, or otherwise, which will utilize a tremendously high core count. Secondarily to the clock speed of the CPU, it seems as though having a larger L2/L3 cache on the processor benefits emulators. Historically, while AMD processors could reach higher clock speeds than Intel processors it was at the expense of the on-board cache. This would result in lower performance per cycle in emulators because it couldn't hit the onboard cache as frequently, so cycles are wasted while it fetches from system ram.
An Intel i7-7700K will run at 4.2Ghz stock on 4 cores with air cooling. It's also fast enough to run games in bleeding-edge emulators such as Yuzu, the Nintendo Switch emulator, at close to 100% when paired with a sufficient video card. For Mame the video card is only going to matter if you're using shader effects on an LCD display. For modern console emulation, you're going to find the best compatibility across the board with an nvidia card. A GTX 1070 will give you as good as you can expect, unless you intend to play things upscaled to 4k, in which case it's worth looking at the 20 series, like the 2060, 2070, or 2080. However, those cards are extreme overkill for any other emulators.
If you're intending to run an actual CRT, then an older AMD R5 230 would be a reasonable choice. This will work with the aforementioned CRT Emudrivers. I am running this on a mame-only cabinet. They are available in low-profile models which fit easier inside smaller cabinets.