@SpudsMcToole I just edited that post that @UDb23 is linking to above with a note that setting the display resolution is no longer necessary with AdvanceMAME 3.x because it now has improved Pi support for video settings.
As for the fancier filters like bloom and trail effects, I would love to see this, but these options are not available on the older versions of MAME that are otherwise working nicely on the Pi. However, it would be interesting to explore newer versions of MAME that are experimentally available to see if it is possible to get an advanced shader like this working. Effects like those that were running on the old AAE emulator in Windows were amazing, but if I recall, even back then it required a decent GPU to pull them off. Can the Pi handle such a challenge, even if it was being done almost a decade past? I have doubts. I have settled for high-res vectors, some transparency and flicker, and maybe some shadow masks on color.
MAME shaders aside, I am curious about what could be done with a retroarch shader in this regard. I don't really know much about them, but someone like @davej might be able to pull a rabbit out of hat, even if it meant making a few compromises. To make it worthwhile, we would first want vector games to render in full-res on lr-mame2003, not to mention, someone like davej would need to have more than a passing interest in old vector games to generously contribute his time to the effort.
I prefer the Steven Selph scraper too. The built in scraper pretty much sucks (not RetroPie's fault, it's built into EmulationStation). The built in is too slow, and it's fuzzy logic is terrible. Whenever it doesn't have an EXACT 100% match, it prompts you for the game, even when there is only 1 game on the list. Steven's is much faster, requiring no user input. The fuzzy logic built into that one is like 99% accurate. I've not come across any mismatched games, but the scraper doesn't find them all. A lot of Japanese games just fail "hash checks". I haven't figured out a way around that, other than scrape with Selph's first, then go back in and use the built-in one.
But the other replies are correct. Before I started building my setup, I went through the WIKI and DOCUMENTATION. In fact, just about everything is already covered in the video on the homepage's link to Installation:
@Floob Oh? I haven't figured out how to do that yet.
You create a file with .cfg at the end and put it in the same folder as your rom.
So if the game is 1942.zip, the config file is 1942.zip.cfg, then you just put the relevant shader or overlay instructions in that file as you would in any other retroarch config file.