I've finally found a front end that works well, filters well, and allows me to create a favourites list very easily. It's also customizable to a certain amount.
GameEx. It's the front end for me. It ties in seamlessly with Windows media and has it's juke box function set up so that if you had songs listed in WMP, it uses the same playlists etc. The documentation is extensively commented and easy to figure out, plus it has wizzard like configuration if you don't want to edit INI files.
Second is Mamewah. I like it a lot. Mamewah's layout editor is unparalleled for ease of use. If mamewah had better filtering and game list functions I'd use it.
I also tried: Turbomame, game extender, mame32, and a few others.