The initial setup seems simple, but I know that the whole adding roms thing will be nearly Pi-levels of frustration (without the artwork format and naming issues, at least).
Neo Geo roms, for example: apparently, it's not the same set as the Mame version, but it uses the same naming structure. The games seem to need to be in individual folders in a particularly named subdirectory. I don't think they can be zipped, but I'm not certain.
For other systems like MSX, I've heard that it can be a pain to get the games to run, requiring some knowledge of how the original system worked. It's already annoying adding MSX games to a Pi and dealing with the compatibility issues, but running the MSX core on the Mister is reportedly more convoluted, since the software emulator on the Pi does the booting somewhat automatically.
Turbografx seems like an easy system to get running on the Mister, thankfully, but the lack of save states is inconvenient. Also, it's not clear to me if the disc part of the core is super finicky about format, such as only bin+cue, or if other formats are acceptable, as I've found conflicting information.
Another question is whether it's easy to use different controllers for different cores. For example, can I map a USB Neo Geo X stick to the Neo Geo core and then map a PCE mini controller to the TG16 core and be able to hotswap the controller that I need without further remapping? Does the system reorder controllers if you keep them plugged in all the time?
It's a big limitation that there is no software rotation for vertically-oriented content, at least through HDMI (I understand that on an analog format like a CRT, but not so much on a flat panel that is already being upscaled). That means that a decent chunk of the arcade content will be useless to people like me who don't have an easy way to rotate their displays.
Still, there are a lot of cool features and a lot to appreciate about the Mister. I'm seriously considering getting one. I may wait until the new aluminum cases become available, but for now I've definitely got the bug of at least understanding how it works. The Pi ended up sucking dozens of hours out of my life. The Mister feels familiar in that way, so I'm wary of jumping into another Linux swamp.