Well, my video driver says that I have DirectX 8 while dxdiag says I have 11. Not sure how to resolve this.
I changed d3d in mame.ini for MAMEUIFX (based on 0.144) to 8 and now it runs fullscreen after showing a dialog box that it can't create the Direct3d device. I tried to do this on a MAME 0.144u3 install but it still doesn't work.