I recently picked up the core i3 nuc as well. windows 7 64, 8 gigs RAM, 64GB crucial mSATA ssd.
This little thing boots super quick and makes a great HTPC. Running 1080P media from an external terabyte HD with VLC media player. No issues
Setting up hyperspin was a bit of a pain, just cause of all the different stuff you need to download.
I had an issue with the Neo X joystick causing the menu wheels to scroll uncontrollably. No options in HyperHQ fixed it. The work around I found was to download xpadder and map the joystick as keyboard inputs.
Was running the latest build of MAME 64, however I was experiencing input lag to the degree certain games like aerofighters 2 were unplayable. Messed around with all the settings in the .ini, nothing helped.
Tried the standard MAME build, low and behold the input lag is greatly improved and on par with Final Burn Alpha, and may just be dependent on my TV set. So don't even bother with the 64 build, save yourself a huge headache.
All you gotta do to get hyperspin to launch immediately is drag a shortcut to the startup folder on the windows menu. I'm not gonna bother removing bios, and the startup screen. They are only there for a few moments anyway.
The NUC is perfect for this kind of application, super quiet, boots fast, compact. There's a core i5 version coming out soon. But the price point sounds like it's gonna be another 150 bucks over the i3. And honestly, if you're just running 90's era 2D games in MAME, i3 is more than enough.
If you want to do atomiswave and other stuff, I'd look elsewhere.