You used to have to have a dat file containing all the ROMs, but in later versions of Mame it can generate an xml file itself. CLRMame is a very good ROM management program for Mame.
Most front ends give you different ways to scroll through a list, for example, most let you either scroll at different speeds, some allow you to jump to each letter of the alphabet, some allow sorting into different genre's and so forth. In a front-end like GameEx, it can do this all except the multi-speed scroll, and you can also delete ROMs you don't want, though I believe it dosn't physically delete them only remove them from the list.