install raspbian OS form https://www.raspberrypi.

org/downloads/raspbian/
Use etcher to flash image to SD card

Or

Install RaspEx OS from https://sourceforge.net/projects/raspex/

Use etcher to flash image to SD card

Then:
Set Locale, Time Zone, Keyboard, Wi-Fi Country
Set Wi-Fi
Set Boot to CLI (raspi-config)
Set memory split to 16 (raspi-config)
sudo apt-get update
sudo apt-get upgrade
sudo apt-get dist-upgrade
Reboot

Install SDL
===========
sudo apt-get remove -y --force-yes libsdl2-dev
sudo apt-get autoremove -y

sudo apt-get install libfontconfig-dev qt5-default automake mercurial libtool

libfreeimage-dev libopenal-dev libpango1.0-dev libsndfile-dev libudev-dev libtiff5-
dev libwebp-dev libasound2-dev libaudio-dev libxrandr-dev libxcursor-dev libxi-dev
libxinerama-dev libxss-dev libesd0-dev freeglut3-dev libmodplug-dev libsmpeg-dev
libjpeg-dev

mkdir code
cd code
hg clone http://hg.libsdl.org/SDL
cd SDL

./autogen.sh
./configure --disable-pulseaudio --disable-esd --disable-video-mir --disable-video-
wayland --disable-video-opengl --host=arm-raspberry-linux-gnueabihf
make
sudo make install

sdl2-config --version (it should say 2.0.8 or higher)

cd code
wget http://www.libsdl.org/projects/SDL_image/release/SDL2_image-2.0.2.tar.gz
wget http://www.libsdl.org/projects/SDL_mixer/release/SDL2_mixer-2.0.2.tar.gz
wget http://www.libsdl.org/projects/SDL_net/release/SDL2_net-2.0.1.tar.gz
wget http://www.libsdl.org/projects/SDL_ttf/release/SDL2_ttf-2.0.14.tar.gz

tar zxvf SDL2_image-2.0.2.tar.gz

tar zxvf SDL2_mixer-2.0.2.tar.gz
tar zxvf SDL2_net-2.0.1.tar.gz
tar zxvf SDL2_ttf-2.0.14.tar.gz

cd SDL2_image-2.0.2
./autogen.sh
./configure
make
sudo make install
cd ..

cd SDL2_mixer-2.0.2.
./autogen.sh
./configure
make
sudo make install
cd ..

cd SDL2_net-2.0.1
./autogen.sh
./configure
make
sudo make install
cd ..

cd SDL2_ttf-2.0.14
./autogen.sh
./configure
make
sudo make install
cd ..

Install Clang
=============

sudo apt-get install clang

Install MAME
============
sudo nano /etc/dphys-swapfile

Find the line that says CONF_SWAPSIZE=100 and change the value so that it reads
CONF_SWAPSIZE=2048
Save, exit & reboot.

cd code
mkdir mame

wget https://github.com/mamedev/mame/releases/download/mame0201/mame0201s.zip
sudo unzip mame0201s.zip
sudo unzip mame.zip -d mame
cd mame
sudo make REGENIE=1 -j3 (takes around 24-36 hours to compile, can try with -j5 too,
but connectivity might loose and have to start over).
Or
sudo make -r CC=@clang LD="@g++ -fuse-ld=gold" REGENIE=1 -j4