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!
  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.