You can do genre sorting on most of the current frontends if you want to put some effort into it.
You just have to do it a different way.
With this method, you need to program a database, which needs to be running as mentioned above.
With the other frontends, you can custom build your genre settings by putting games in, or taking them out of a given list.
I have gamelists that sort by control type (shooting/driving/double stick/spinner/etc...), screen orientation, and monitor type (vector/raster)--which has always been good enough for me.
If I WANTED to put the effort into it, I could further divide the current lists into fighter/shooter/climber/maze/etc... but have never seen a need for this myself.