I dont know what front end you are using, but Maximus Arcade has a feature where you can set a custom screen shot button. The front end takes the screen shot, saves it to the name the rom, and places it in the necessary folder (so the screen shot will show when I am scrolling through my games list on the cabinet).
This is what I use to get screen shots for my non "no-intro" or MAME sets, like pc games.