The filenames for Mame roms are much more consistent than with other emulators (like nes, genesis, etc). The only time you will see different filenames for a Mame games is because there are multiple versions of the roms due to country or region specific releases or re-releases.
I really think that once you decide that you definitely want the theme videos, the subscription to emumovies is worth it...even if it is for one month just to get a good base. I have a subscription and I was updating today using the emumovies sync application and it reminded me how nice it was that it would rename each asset download to match the rom. That alone saves SOoooooo much time. The asset download for GameEx essentially does the same thing (since it connects to emumovies too), but since it is free you only get basic graphic assets like snaps, title snaps, logos, etc.