Other guys here probably have more details, but as far as I know, Mame won't change your monitor resolution based on the game.
Usually, Monitor res that mame uses is determined by config or command line switches.
I'm not sure what artwork set you have, but the per game bezels that I have are virtually all set for a standard oriented 4x3 ratio monitor, which, if you're playing on a typical widescreen, is going to leave black areas on either side, even when the bezel on.
BUT, you can modify the LAY file for a specific game, then create PNG files that fit the monitor ratio you want to support (16x9, 16x10 or whatever).
Here's an example I did for the TARG rom
<!-- targ.lay -->
<mamelayout version="2">
<element name="bezel">
<image file="targ_bezel.png" />
</element>
<element name="wbezel">
<image file="targ169.png" />
</element>
<element name="wwbezel">
<image file="targ1610.png" />
</element>
<view name="Widescreen 16:10 Artwork">
<bezel element="wwbezel">
<bounds left="0" top="0" right="2560" bottom="1600" />
</bezel>
<screen index="0">
<bounds left="403" top="249" right="2130" bottom="1539" />
</screen>
</view>
<view name="Widescreen 16:9 Artwork">
<bezel element="wbezel">
<bounds left="0" top="0" right="2833" bottom="1600" />
</bezel>
<screen index="0">
<bounds left="537" top="251" right="2257" bottom="1541" />
</screen>
</view>
<view name="Bezel Artwork">
<screen index="0">
<bounds x="348" y="311" width="800" height="600" />
</screen>
<bezel element="bezel">
<bounds left="0" top="0" right="1500" bottom="1457" />
</bezel>
</view>
</mamelayout>
<!--
- Artwork type: Bezel
- Based on original TARG bezel from Mr Do.
- Converted for 16x9, 16x10 by drVenture 2012
- Lay file by Mr. Do, updated by drVenture
-->
Notice the 16x10 and 16x9 stuff. But I haven't seen any sets of artwork for those ratios. If you do, please let me know. It took FOREVER just to knock out this one layout for the two extra ratios.