> I have Mame set to a screen size of 4:3, not 16:9, which has the effect of filling > the screen.
I think this is the thing right here... you shouldn't need to set your screen size to 4:3; most people keep those settings set at "auto," so that mame will proportionately use the maximum amount of screen real estate possible.
And, last thing I want to do is discourage you... a lot off people are saying thank you.
Humor me and try this... use the attached PSD template to create artwork for a vertical game. Layer 1 is the game screen... only put artwork in the black section of Layer 2. Use the included LAY file to setup the artwork file. Use this, but run MAME with a fresh (default) config file.
I think you'll like the result.
RELAX and just have fun. Remember, it's all about the games.