I agree with you Moby Ick, the boot process makes your cool cab look like just a Joe Average computer.
But to leave the computer on all the time just to avoid the boot process may not be the best answer.
What I've done (not that what I do is any more correct than what anyone else does) is use BootSkin which changes the WindowsXP logo on the bootup screen. There's even a cool Mame boot screen available for download.
Then make your frontend the shell for Windows. (This hides all the usual trimmings of the operating system behind your frontend).
This way when your computer boots up people dont see anything that they might recognize as an ordinary computer and Windows.
MameWah shells very easily as it allows you, when exiting, to either shutdown the computer, reboot or simply exit.
There's a great article about shelling and a program that can help (I've not used the program though so I'm not so sure about what the program can/cannot do).
http://tomspeirs.com/gameex/Shell.htmI hope this helps.
Just my $0.02 worth.
Good Luck