Lots of Arcade Game have DIP switch for free play. You just need to setup the game for it (if it supports it).
In AdvanceMAME, there is a line/script you can put in the RC file to GLOBALLY set the GAMES (that supports it) to FREE PLAY without you setting each game you want for FREE PLAY via TAB/F2. I dunnno if the Command Line MAME has a global option you can shove in the INI file.