Auto frameskip is so erratic and over compensates so I have better luck using the fkeys as you say to find the acceptable frameskip and then I save a copy of the mame.ini, renaming it to match the rom name. Inside the new .ini file, set your frameskip value. Now that game will always start with appropriate frameskip.
Also, adjusting the audio sample rate to 22050 or even 11025 will improve performance for some games. Donkey Kong is a perfect example. With the new audio emulating properly in that game now, it takes a big performance hit. Dkong sounds are not great to begin with, so lowering the sample rate eliminates jerky performance without really hurting the audio experience.
Finally, you might investigate other emulators like winkawaks that tend to run sets of games faster. I started using something other than name for Neo Geo and Capcom titles for better performance.