Aside from multiplayer - there shouldn't be any advantage to using one build of MAME or another when it comes to compatibility with the MAME drivers. Some builds, like MAME Plus! actually offer console and other extended drivers, but I don't even know where to find them in the GUI let alone play games with them.
I say "shouldn't be" because it's always possible one port or another will gum something up, and MAME Plus! has a disclaimer about sending bug reports on their download page. Still, my switch from MAME UI 32 to Plus! was as painless as could be, and I don't miss the straitjacket of the too feature-lean MAME UI build.
???