Using Mame32 you can also click a checkbox that says crop artwork. In some games this keeps some of the artwork visible but doesn't shrink the game play screen. For instance, it would show the sides of a vertical game bezel, but the game itself is the same size as if you had the artwork turned off. Or for a horizontal game, it keeps the overlay/backdrop stuff behind the action where you want it, and leaves off the bezel graphics you don't need. For example in Discs of Tron.
In some games the shrunken screen is okay because the bezel looks fantastic -- I have two set up this way, Donkey Kong and Asteroids. DK has a great looking bezel (I use a large PC monitor at high rez so the bezel looks "real"), and in Asteroids the bezel looks exactly like the cardboard bezel ("exactly" meaning, close enough for me), and the backdrop gives the screen an authentic burned-in look -- awesome! (For most games, I prefer no artwork, but for some they look terrific. Another example is Asteroids Deluxe -- it's a whole new game with the backdrop.)
Eric.