I didn't have sound on Mame, SNES or NES with my RaspberryPi B+.
---ANSWERED--- It turns out this is because I needed a new Micro USB Power Cord that as exactly 2.0 amps for the B+. Not any more (event 2.1 doesn't work - it puts lines on the screen) or any less. This fixed the problem and now I have sound and my usb devices run more smooth.