Stated differently, any speed issues, game-specific bugs, emulation inaccuracies, etc. for a particular version will generally be the same in straight mame and mameui because mameui is nothing more than straight mame with a user interface added.
Now for me, my cabinet's pc is powerful enough that it has zero problems running any of the games I care about, so even though I'm mainly interested in the classics, that's what I go with. Hoopz could very well be correct, but I'm not sure why people interested in the classics tend to go for older versions, unless their hardware is just old and incapable of handling the newer versions.
From the standpoint of obtaining the roms you are interested in, it's always easiest to use the latest version. If you don't, you either need to find roms that are specifically described as being for your version of mame, or you have to find out if the roms which are described as being for some other version of mame will also work with yours.