MAME

Depends on what you want to do

I just want to play classic arcade games!
– Download just the ROMs set.

I want to play newer arcade games as well!
– Download the ROMs and CHDs sets.

I want to make custom sets for emulation on devices with limited storage or processing power!
– You’ll want to get the DAT file for the split ROMs set you want to use, the Rollback ROMs and Rollback CHD sets, the regular ROM and CHD sets, and the ROM (bios-devices) set. You’ll also need clrmamepro or some other ROM management/validation program to create the custom set.

I want to have screenshots, intro videos and more in my fancy frontend (like Hyperspin, Launchbox, or GameEx)!
– In addition to the MAME sets you want, also grab the Extras and Multimedia sets.

I want to emulate everything through MAME!
– Grab the ROM, CHD, and Software List ROM and CHD sets.

I want to help preserve arcade history!
– Download everything!

(From the PD Github page)
Merging explained:

Split:

A split set is one where the parent set contains all of the normal data it should, and the clone sets contain only what has changed as compared to the parent set.
This saves some space, but isn’t quite as efficient as a merged set.
The clone sets can’t operate without their parent set.
Remark: The parent and clones in split sets DO NOT include BIOS or DEVICE files – they are separate files within the set (An example would be 100lions (No BIOS in the parent) and Galaga (No device file in the parent) – This is per MAME design

Merged:

A merged set takes the parent set and one or more clone sets and puts them all inside the parent set’s storage.
To use the existing Pac-Man example, combining the Puckman, Midway Pac-Man (USA) sets, along with various bootleg versions– and combining it all into PUCKMAN.ZIP, would be making a merged set.
Remark: The parent games in a merged set DO NOT include BIOS or DEVICE files – they are separate files within the set (An example would be 100lions (No BIOS in the parent) and Galaga (No device file in the parent) – This is per MAME design

Non-merged:

A non-merged set is one that contains absolutely everything necessary for a given game to run in one ZIP file.
Remark: Even though Non-Merged games -normally- DO NOT include BIOS or DEVICE files within the game, in the case of the PD non-merged set we DO include these within the game, which ensures that every single game can be copied and ran as individual game without the need of any extra files.
This makes a set like this ideal for splitting up on a per-game-basis. The non-merged set is ideal for those people that work on Arcade PCBs as ALL roms/devices/bios files are contained within the game. This set is also great for those that for instance create their own arcade cabinets and want to copy only very specific games to their PC/Rapsberry/Other, the game.zip file contain all the files needed, no more searching for the dependent parent files, BIOS files, device files – just copy galaga.zip and you are set.

Pick individual games from this set if you are not intending to download a complete ROM set.

Please note: You can use the dat files, clrmamepro, and the merged set to create your own split or non-merged romsets.