You'll need a little more than current MAME and the rollback. You also need a handful of unofficial ROMs for some decrypted, demo and free play games. It's worth the time to find them as arcadez has added some real gems and updated classics with more accurate game play.
If you want to be posh, if you will, ;) and 100% complete check out the OST's added by KMFDManic and grant. They are a very nice complement to games like Double Dragon, Final Fight, Mortal Kombat, Moonwalker, NBA Jam and Outrun.
I think they are in the DAT so you'll have to find them or be ok with set errors. I know some people can be real nutters when it comes to incomplete sets, they just can't stand seeing the report of a few missing ROMs.
It seems the stereo versions are a little more challenging to find but the mono are fairly easy. I think the custom OST's will become more widely available soon though, so keep an eye out.
The mono version will play either the left or right channel bilateral and the stereo is basically split-stereo that is remixed on the fly (they are named identical but suffixed with a "-1" and "-2", for left/right channels respectfully. Some of the 16-bit stereo versions are over 300MB but they are easy to resize and keep the original intact if running on an NES mini or other limited resource console.
I wouldn't worry to much about the CHD's pending your platform of choice and ability to rum them but I I think they are only around 16GB which is relatively small as current CHD's plus rollback CHDs combined are like 600 or 700GB. A current MAME complete set is so big now it has its own drive, I think it's around 1TB without extras.