The systm shows have really let me down. There is so much good info on the Asterisk and AV Cabling episodes that the Mame cab episodes suck in comparison.
I'm in the middle of doing my control panel (should be getting buttons today), and am about to do the wiring:
http://forum.arcadecontrols.com/index.php?topic=73101.0(all my info below is off the top of my head, be sure to look it up before you do anything

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I have the encoder in an enclosure, but everyone just usually bolts it to the control panel and just run the wires directly from the switches into the encoder. I use 22 gauge stranded wire. The terminals on most of the microswitches are .187", so to make it look nice, get some .187" 18-22ga female quick disconnects to crimp on the ends of the wires and use zip ties or hot glue to keep the wiring looking nice on the way back to the encoder. When you go to the store to pickup said female quick disconnects, all they EVER have is .250" 18-22ga or .187" 12-16ga. I had to order mine from Happ Controls. I found some from Radio Shack, but it was $2 for a bag or assorted male and female pieces.
For wiring the coin door, there are a few connections to consider. Behind the eject buttons are a couple automotive style light blubs. Automotive bulbs take 12v. If you look at the power cables coming from the power supply on your computer, you'll see a few big 4-pin molex connectors with red, 2 black, and yellow wires. On the big 4-pin molex connector, yellow is 12v, red is 5v, and the black ones are both ground. All you have to do is hack a female 4-pin molex connector and run the yellow wire and a black wire and connect them to your coindoor lights. Since you hacked a female molex connector, you have a nice litle wiring harness that you can just plug right into one of your spare male molex connectors on any computer no problem. If you want to use one of the smaller 3-pin connectors, like the kind that run to the fan or floppy, be aware that on those, red is 12v and not 5v or vice versa. On the bottom of the coin acceptor is simply a microswitch that you hook up to coin1 and/or coin2 on your encoder. Same as a pushbutton.