Other MAME Cheat Collections
Wayder's Cheat Collection - a nice small cheat collection with different cheats then you will find here. As there is little or no duplication it's an excellent add-on cheat collection (in fact it's the only other cheat collection I know of). Just copy cheat_wayder.7z to your mame directory alongside cheat.7z and edit the cheatpath line in mame.ini to read
"cheatpath cheat;cheat_wayder" and you will be golden.
Arcade Emulator Home pages
The Official MAME Page - the daddy!
FB Alpha - a very popular descendent of FinalBurn. Emulates Capcom CPS-1, CPS-2, CPS-3 & SNK Neo-Geo hardware amongst overs.
Raine - aka The Rainbow Islands emulator. An excellent emulator of mainly 68000 based arcade machines and unlike most other non-MAME Arcade emulators RAINE is still being developed.
General Arcade Emulation Pages
MAME World - the MAME support site for all things MAME, includes instructions on compiling your own MAME.
MAME Testers - think you've spotted a bug with the latest MAME? If so this is the site to find if it's already known about and if it isn't get it reported - don't bug the MAME devs.
Haze’s Mame WIP - homepage of the Dave Haywood one of the busiest and most helpful mamedevs who posts lots of news/piccies on new drivers he's working on. Also the place to grab HazeMD - a Sega MegaDrive/Genesis emulator based on MAME sources from when MAME had a working cheat engine and cheat.dat support.
Arbee's WIP Emporium - an often updated WIP site of one of the top mamedevs.
Arcade Emulator Frontends and Utilities
Emu Loader - an excellent MAME (and HAZEMD) frontend with loads of features. Probably the best of the current frontend crop, personally I'm quite old school and just use the command line.
CLRMAME - an essential utility for all serious MAME users. It will verify, fix, merge, unmerge and/or rebuild your MAME ROMs and samplesets - I would be lost without it.
Other Non-Arcade Emulation Pages
Gamebase 64 - this is essentially a frontend for all C64 emulators (best used with CCS64). Along with the GameBase64 Collection it's virtually impossible not to find any released C64 game. The database contains over 20,000 games including a link to the best version of the game, a screenshot or two, a link to a sidfile (if one exists), various extras (TAPs, coverscans etc) and general information about the game including publisher, year published, game type, programmer, musician etc. etc.
M.E.S.S. - MAME's rougher younger sibling which has still got a lot of growing up to do, but if you can't find an emulator for your favourite home computer/console than there's a good chance that MESS may already emulate it (though in many cases the emulation may only be preliminary).
Atari Forum - An active Atari ST forum which is quite interesting if you were blessed with an Atari ST rather than one of those Amiga thingies.
GSHI - an active game cheating community for current and bygone game consoles.