Another nights tinkering...
First problem I had was WinGun would now not recognise my gun.  I unplugged it and plugged it back in and it blue screened 

  So I decided to uninstall it, and try Smog's once again.  Now I have it working absolutely fine - the problem I had before (would stop working after a while) must be caused by the recoil problem I described in an earlier post.  With recoil turned off (or not plugged in) it now works perfectly.
I figured out a couple of problems I'd had earlier, basically they were my fault (I've edited previous posts to explain).
So now I decided to go through and have a play 
  Note that all the following is based on MAME v0.99!  Some of these things are probably MAME bugs and may have been fixed since!  (Sorry I'm a bit behind).  Here's what I found:
The vast majority of games work perfectly, regardless of resolution (I am using an ArcadeVGA using the best modes possible for each game, so I have tried several resolutions), and without re-calibration.  None of the following problems are due to resolution changes, I've checked.
Off-screen reload works (even with 'offscreen_reload 0' set in mame.ini) - see 'Lethal Justice', 'Under Fire' etc.
Beast Busters works and tracks the cursor fine...but when firing it is way off - seems to happen with a mouse too so just MAME bug I think.
In a few games the gun works but the crosshair is offset by a large margin - see 'Lethal Enforcers/2', 'Operation Wolf 3'.
Jurassic Park: the known strange behaviour, but I also see the same offset as described above.
Zombie Raid: calibrated in the centre of the screen, but gradually goes out the further away from the centre you aim.
I recall a problem with a vertical screen game, but I forget the name.
Many of the above issues are with games with problems with the emulation, so this may be to blame.  Also as I said above this is with MAME v0.99, so I expect some of the issues have been fixed.
The only remaining problem I have is the one that occurs when the recoil is plugged in...I'm going to be unable to try anything for that for a while but I'm quite confident a power transformer or seperate USB hub will do the trick.