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The "problems" I was having with Ctrl+Shift+O in Eclipse was not a problem at all.  There was nothing happening, because there was nothing to import.  This was the response given to my post at the Eclipse Community Forums when I asked for a sample to test the hotkeys shorcut:

> Thanks for your reply. Could you or someone provide some sample code I
> could paste into a new java project that would show me Ctrl+Shift+O in
> action?

List list = new ArrayList();

Ctrl+Shift+O should add these two lines near the top of the class:

import java.util.ArrayList;
import java.util.List;

 Sure enough.  It worked as advertised. Now I can continue with the Android SDK tutorials.

Also today, an encouraging email came in from Cesare Falco who runs the website SDLMAME for Ubuntu.

SDLMAME has evolved into the SDL backend now included in the main
MAME *source* archive (i.e. mamexxxxs.zip).

The packages on my site are *binaries* compiled against that SDL backend
and are Ubuntu-specific. Those named "source packages" on my site are
sets of archives in a specific format to enable build from source on
Ubuntu with the standard development tools.

In short: to try a build for Android, forget about my site. :p
Download the source .zip from the MAME site and have a peek at the
makefile: a lot of platform-specific options are now auto-detected.
I guess Android can be considered a flavour of Linux, so
make all
could work out of the box.

For further help, don't forget to check the SDLMAME forum:
http://forums.bannister.org/ubbthreads.php?ubb=postlist&Board=8&page=1

Cheers,
Cesare.

I've previously compiled MAME on Debian through the terminal, but had to install missing libraries using apt-get.  I haven't had much luck getting apt-get to work in Android's terminal though.  Of course the last time I tried, my gtab wasn't rooted, so perhaps it's still possible.

The quest continues...