Nope, but I hope I will a day. It is on my TODO list from long time ago, just not much prioritary.
About the cabinet, I think that a DIY approach could worth a try.
The picture I posted shows a very nice finish of the wood and details like the plexiglass with backlight (the Mame logo), but I think that using some MDF, glue and black paint for the entire cabinet the work will be much easier and faster, even if not as pretty.
Cool, I just ordered the stuff to make a retropie. It's very cool because the pi 2 is capable of playstation games without any issues. I just haven't decided how to mount it. I just found this thing called the iCade and it seems like that might make a good cabinet candidate instead of doing the DIY thing. I don't know if it will be enough buttons for most psx games though.