I use MAMEWah in my two stand up cabinets and MALA in my cocktail. I actually PREFER MAMEWah to any other FE, but it is a ---smurfette--- to set up. MALA comes close, easier to set up, but I have a couple persisting issues that keeps it from being my favorite. I have messed a little with AtomicFE and like it, but it's too CPU intensive it seems to work as well as I would like with my cocktail cabinet...but then again, I have only spent maybe an hour total messing with it. I used GameEX for a short time as well (a couple days), but decided to go to MALA after playing with it for a while.
They ALL do their jobs well, it's a matter of which YOU prefer.
GameEX seems better suited for a PC monitor...
MALA, AtomicFE, and Mamewah all seem to work fine with an arcade monitor...
Again, I love MAMEWah, and setting it up isn't so hard for me now that I have put the time in to learning it, but for the first timer (as I was when I decided on using it), the setup is a bit daunting...and the non-existent documentation, changes from one version to the next, etc. make it a ---smurfette--- to get up and going for the 1st timer. BUT, if you like a challenge, go for it...you'll be better armed to deal with the other FE's (and will realize just how much of a ---smurfette--- Mamewah is once you check them out).