Also, most frontends will allow you to define which keys control the interface, like joystick up or down to select games from the game list, P1 start to enter the selected game, etc. Also, Mame allows you to remap the default keymapping for the general interface, so you can assign things like P1 Start + P1 Button 6 will exit a game, or add P1 Start + P1 Button 5 for volume, etc. You do this by hitting TAB while a game is running, then go to Input (general), hit enter, go to the function you want to remap, hit enter and then press the button combination you want to use.
Of course, if you have an IPAC, all this stuff is already built in, and you can use P1 Start + P1 Joystick Left as the Enter key, P1 Start + P1 Joystick Right as the Tab (Menu) key, P1 Start + P1 Joystick Down as Pause, P1 Start + P1 Joystick Up to adjust volume, P1 Start + P1 Button 1 to Insert Coin, and P1 Start + P2 Start to exit game.