The PiPlay interface randomly hangs. Fortunately the web interface allows a reboot.
Setting up a joystick is not intuitive. You need to install the jstest and set the codes in a variety of config files. As far as I can tell, the controller config python script does not work.
For SNES, go to the emulators directory and find the snes9x.cfg file. Update the mappings in there (after you've installed and run jstest to figure out what the buttons are.)
For NES, you need to jump through a few hoops. First, "startx" from CLI. Then, find the fceux directory (in the pimame emulators directory). Start a terminal in X.
Run the fceux --inputcfg gamepad1 command and set up the buttons.
For advmame, find the default.cfg and add your joystick settings. You can get a hint what they should be via tab in the emulator.
I finally got sound working on astroblaster and starcastle. The trick is to find the sound samples with the same name as the roms and install it in the sample directory.
You can find this in the .advance directory (hidden) in the ~pi directory (that is home). I haven't tried donkey kong yet, but if that works, I'm in heaven.