Thanks to Gatinho for pushing me over the edge to figure this out.
So, you like artwork, but you don't like making your screen smaller. Lucky you, you have two monitors, along with a video card that supports multiple monitors.
With changes to your MAME.ini file, and a slightly altered artwork file, you can display your artwork on one screen, while your gameplay displays full-screen on the second monitor.
1) You still need an artwork file, which includes a PNG file and a LAY file. For our example, we will use Xevious (because both the game and artwork rock). We will display the marquee on one monitor, and the game screen on the second monitor.
In the LAY file, I've given the view a name of "Marquee_Only." Note that in the view, I only specify the artwork using the "bezel" tag, I don't specify any information about the screen, like in a normal layout file. And since I specified "x" and "y" with coordinates of "0" for only the one element, the marquee will display both vertically and horizontally centered.
2) You need to change a couple things in your MAME.ini file:
a) First, under # WINDOWS VIDEO OPTIONS, you need to change numscreens to 2. This tells MAME how many screens to run in.
b) Next, under # PER-WINDOW VIDEO OPTIONS, you need to change options for screen0, screen1, view0, and view1. Screen specifies which monitors to use. View specifies which "view" (under Video Options) to use on each monitor.
i) screen0 and screen1 need to be changed to the name of your monitors as MAME sees them. This can be found out by running C:\mame -verbose on the command-line. Typically, your main monitor will be //.DISPLAY1 and your second monitor will be //.DISPLAY2.
ii) Assuming that your main monitor is going to be for the gameplay screen, you would change view0 to be Standard, which is the internal view name for most single-screen games in MAME. Change view1 to be the name of the view in your artwork file, which we noted earlier is Marquee_Only.
The attached example can be unzipped to your MAME directory. Assuming you use default paths for your "ini" and "artwork" folder, and you have multiple monitors setup, you can run Xevious as an example.
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RELAX and just have fun. Remember, it's all about the games.