Mame is available in both 32 and 64 bit executables. If you have a 64 bit version of Windows then get the 64 bit version as is a little faster due to less memory restraints. Mame also has a great user interface based on the MEWUI frontend which was merged into the main code in 2016. However, Mame is still at it's most flexible when using it's command line interface and editing it's ini files.
In addition there are several variants of Mame built off of the original code. These extra builds can be a bit hit and miss for updates and some are way out of date. Probably the most popular external build is MameUI which has it's user interface as a standard window rather than the internal UI. This build, much like the command line version, has an awful lot of flexibility but has more of a "user friendly" approach to running and configuring the systems and software available to Mame.
Sticking with Windows builds, there are a lot of speciality builds around, most notably HBMame which stands for Home Brew Mame. This build runs all the systems on Mame as well as hacked and modified ones. These "hacks" can consist of just graphical changes or gameplay updates and adds another couple of thousand games to Mame.
Mame for Mac OSX
Mame is available on other operating systems including Mac OSX, Linux and Raspberry Pi. These builds, though not "official", are kept up to date and a list can be found here on the MameDEV site.