The only two ways that I seem to be able to download MAME ROMs are (a) a 50+ GB "everything at once file", and (b) clicking on one title at a time.

Is there a way to click on multiple titles at once (for example, all of the titles beginning with "A"), then press some magic button to download all of them one after the other?

Why, yes, I did pretty much describe FTP, didn't I? I noticed some older threads that mentioned an FTP server; is that still around?